How to solve a Quadratic Programming problem with large number of variables using SciPy

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Nandy

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Jul 31, 2018, 12:29:57 AM7/31/18
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Hi,

I am new to Scipy. I need to solve a quadratic program with large number of variables (eg: 100 variables). How can I do this using Scipy? The problem that I want to solve is shown below.


Minimize

Σ ( d(t) + x(t)        ; t=1, ....., 100


such that,

0<= x(t) <= 10
Σ x(t) = 600



Here, d(t) is known for t=(1, ...,100), and x(t) for t=(1, ...,100) are the decision variables.

 

Your advices are highly appreciated.


Cheers !!! 

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