View Single Post
  #7  
Old 08-27-2012, 12:47 PM
Andrs Andrs is offline
Member
 
Join Date: Jul 2012
Posts: 47
Default Re: quadrat prog CVXOPT Python

Quote:
Originally Posted by jiunjiunma@gmail.com View Post
Did you need an upper bound in CVXOPT? I didn't use it but the result was quite strange. Not only it has negative values, it doesn't seem to be right. I am still trying to figure out where I did wrong.
I was able to specify a lower bound but I am not sure about the upper bound.

http://courses.csail.mit.edu/6.867/w.../Qp-cvxopt.pdf
This document makes a quick reference to upper bounds (first page/last paragraph) but it is not clear how to specify our upper bound (infinite).

When I run my CVXOPT, I am getting quite a few failures with the information: Terminated (singular KKT matrix). I am using all the default parameters....I am not sure about the reason. Are you getting the same problem?
Reply With Quote