[SciPy-user] Linear Constrained Quadratic Optimization Problem

Chris Hudzik hudzik at gmail.com
Tue Aug 28 11:26:52 EDT 2007


I am trying to solve a quadratic optimization problem:

minimize (x - y*p)^T * V * (x - y*p) over x,y
s.t.
x^T * t = b

where x, t, and p are vectors; V is a symmetric matrix; and y and b are scalars.

I am new to scipy.  Can anybody point me to a scipy module to solve this?

Thanks,
Chris



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