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2023-01-22   ES  

Mixed-integer Quadrantic Program (mixed-integer secondary planning)

Standard form: -a Mixed-Integer Quadratic Program (miqp) is an optimization problem of the form:

#example -mixed-integer quadratic program
import cvxpy as cp
import numpy as np

#problem data
m,n = 40,25

A = np.random.randn(m,n)
b = np.random.randn(m)

#problem variable
x = cp.Variable(n,integer = True)


objective = cp.Minimize(cp.sum_squares([email protected]))

prob = cp.Problem(objective)



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