Initializing help system before first use

Solving a nonconvex quadratic problem


Type: Programming
Rating: 2 (easy-medium)
Description: Solve a nonconvex quadratic problem
File(s): example_quadnonconvex.py


example_quadnonconvex.py
#!/bin/env python

# 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.

from __future__ import print_function

import xpress as xp
import numpy  as np

a = 0.1 + np.                   arange(21).  reshape(3,7)
y = np.array([xp.var() for i in range(21)]).reshape(3,7)
x = np.array([xp.var() for i in range(35)]).reshape(7,5)

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.solve ()