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Solving a nonconvex quadratic problem Description Solve a nonconvex quadratic problem Further explanation of this example: 'Xpress Python Reference Manual'
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
example_quadnonconvex.py
# 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[0][0])
p.write("test6-nonconv", "lp")
p.optimize()
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| © Copyright 2023 Fair Isaac Corporation. |
