All Questions
Tagged with qclp nonlinear-optimization
5 questions
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0
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109
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Solving a QCLP with both equality and inequality quadratic constraints
I have the following quadratically-constrained linear program (QCLP)
$$ \begin{array}{ll} \underset {x} {\text{minimize}} & -c^T x \\ \text{subject to} & x^T Q x \leq a^2 \\ & x^T L x = 1 \...
1
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1
answer
390
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Solve with KKT min $x_1-4x_2+x_3$
Given min $x_1-4x_2+x_3$
s.t $x_1+2x_2+2x_3=-2$
$||x||^2\leq1$
(i)Given a KKT point of the problem above,must it be an optimal solution?
(ii) Find the optimal solution of the problem using KKT ...
- 1,898
2
votes
2
answers
441
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Maximisation of a piecewise affine function over an ellipsoid
Given vectors $\mathrm a, \bar{\mathrm x} \in \mathbb R^n$ and matrix $\mathrm P \in \mathbb S^n_{++}$, how to deal with the absolute value in the objective function of this optimization problem in $\...
- 332
0
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1
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66
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Optimization of linear objective with quadratic integer constraint
Is there any way to solve an linear optimization problem with quadratic integer constraint?
E.g.
$\max a^Tx$, $x=\langle x_1,x_2,\cdots,x_n \rangle$
s.t. $x_ix_j<b_{ij}$, $\forall x_i,x_j \in x$
...
0
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0
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589
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Python solver for a linear objective function with quadratic constraints
I need to optimize a problem of the following form within Python
$ minimize$
$\qquad abs(\Delta w) \;\epsilon^T$
$s.t.$
$\qquad(w+\Delta w)C(w+\Delta w)^T \; \le 9500 (some\; finite\; number) \\\\[...
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