thanks, I was actually looking for a package only in python to do this which can solve it directly. Since my problem is a nonlinear convex optimization problem, there are a number of algorithms to get it solved. I will try using CVXOPT package.
Beliavsky wrote: > Stefan Behnel wrote: > > [EMAIL PROTECTED] wrote: > > > I need to do a quadratic optimization problem in python where the > > > constraints are quadratic and objective function is linear. > > > > > > What are the possible choices to do this. > > > > Too bad these homework assignments get trickier every time, isn't it? > > I think this sarcasm is unjustified. It is not obvious to me that this > is a homework assignment. > > The problem where constraints are linear and the objective function is > linear (quadratic) is known as linear (quadratic) programming, and > there are specialized codes for these problems. I don't know of > software in any language for the particular problem of a linear > objective function with quadratic constraints, so I would use a general > algorithm for nonlinearly constrained optimization. Maybe CVXOPT > http://www.ee.ucla.edu/~vandenbe/cvxopt/ will work for the OP -- I have > not tried it. > > The site http://www.solver.com/probconic.htm calls the problem "conic > optimization". > > A good newsgroup to ask about optimization algorithms is > sci.math.num-analysis. -- http://mail.python.org/mailman/listinfo/python-list
