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
