Solving a nonconvex quadratic problem
Solve a nonconvex quadratic problem
Further explanation of this example: 'Xpress Python Reference Manual'
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# Test problem on a dot product between matrices of scalars and/or of # variables. Note that the problem cannot be solved by the Optimizer # as it is nonconvex. # # (C) Fair Isaac Corp., 1983-2021 from __future__ import print_function import xpress as xp import numpy as np a = 0.1 + np.arange(21).reshape(3, 7) # Create NumPy vectors of variables y = xp.vars(3, 7, name='') x = xp.vars(7, 5, name='') p = xp.problem() p.addVariable(x, y) p.addConstraint(xp.Dot(y, x) <= 0) p.addConstraint(xp.Dot(a, x) == 1) p.setObjective(x) p.write("test6-nonconv", "lp") p.optimize()
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