QuadraticOptimization

QuadraticOptimization[f, cons, vars] finds values of variables vars that minimize the quadratic objective f subject to linear constraints cons.

• QuadraticOptimization[{q, c}, {a, b}] finds a vector x that minimizes the quadratic objective ½x.q.x + c.x subject to the linear inequality constraints a.x + b ≥ 0.
• QuadraticOptimization[{q, c}, {a, b}, {aeq, beq}] includes the linear equality constraints aeq.x + beq = 0.
• QuadraticOptimization[{q, c}, ..., {dom1, dom2, ...}] takes xi to be in the domain domi, where domi is Integers or Reals.
• QuadraticOptimization[..., "prop"] specifies what solution property "prop" should be returned.

Examples

QuadraticOptimization[x^2 + y^2, {x + y >= 1}, {x, y}]

QuadraticOptimization[(x - 1)^2 + (y - 2)^2, {x >= 0, y >= 0}, {x, y}]

QuadraticOptimization[{{{2, 0}, {0, 2}}, {-1, -1}}, {{{1, 1}}, {-1}}]

*See the official Wolfram Language Reference for more details.