Web我正在嘗試使用 CVXPY 最小化目標 function，其二次項AT P A具有常數矩陣 P 和可變矩陣 A，大小均為 nx n。 這個問題不是凸的，但我只希望 A 作為變量，而 A 中的所有其他元素都固定為常數值。 這樣，問題應該是凸的。 如何在 CVXPY 中表達這個問題 將 A 聲明為變量矩 WebSecond-order cone program. ¶. A second-order cone program (SOCP) is an optimization problem of the form. where x ∈ R n is the optimization variable and f ∈ R n, A i ∈ R n i × n …
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Web12 hours ago · from pyqubo import Array, Constraint, Placeholder, solve_qubo x = Array.create('x', shape=N, vartype='BINARY')# 二值变量 K = 1000 #投资额 constr = (((np.dot(x,list_price_start))-0.9*K)/10)**2 #预算约束 #回报部分的目标函数 cost = 0 for i in range(N): cost = cost - w[i]*x[i] #风险部分的约束函数 cost2 = 0 for i in range(N): for j in … WebDec 7, 2024 · A=cvxpy.Variable ( (5,5), symmetric=True) and then enforce the zeros and the relevant places. It's equal to define a vector first (as you did) and then build a matrix from that. To add a constraint of semi-positive definite: constraints = [X >> 0] See more details in the documentation Share Improve this answer Follow answered Dec 20, 2024 at 21:06 mii half duplex only
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WebMar 15, 2024 · import cvxpy as cp n = 100 init = 10 A = cp.variable (n) B = cp.variable (n) C = cp.variable (n) X = cp.variable (n) obj = cp.Minimize (sum (A) + max (B)) # TODO automate introduction of variables. cons = [ X [0] == init, A [0] >= 1, B [0] = 1 ] for t in range (1,n) cons2 = [ X [t] == X [t - 1] + A [t - 1] + B [t - 1] + C [t - 1], A [t] >= 1, B … WebMay 26, 2024 · What is cvxpy? cvxpy is a Python package for solving convex optimization problems. It allows you to express the problem in a human-readable way, … WebCVXPY is a Python-embedded modeling language for convex optimization problems. It allows you to express your problem in a natural way that follows the math, rather than in the restrictive standard form required by solvers. For example, the following code solves a least-squares problem where the variable is constrained by lower and upper bounds: new wagner car