#1




quadrat prog CVXOPT Python
I have a question about specifying the upper/lower bounds in CVXOPT/Python.
The A and b matrix specify the condition: yTranspose.alpha = 0 and this is clear. The bounds for "alpha" are defined as: lower bound = 0, upper bound = infinity. There is a G matrix that defines inequalities (G.alpha<= h). Could we use the (negative)G matrix defined as an Identity matrix to define the lower bound. That is, G<0 (G.alpha<=0)? If G = I than I.alpha = alpha and it would define a bound for alpha. How about defining the upper bounds as infinite??? Any comments about the use of CVXOPT are really appreciated. How did you reason about specifying the upper/lower bounds.... 
Tags 
cvxopt, python, quadratic programming 
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