How to perturb datas for quadratic optimization wiht CVXPY

Question

90 views Asked by Wodes At 17 June 2021 at 15:41

I would like to try the pertubation/trasformation solution, but i have no idea how to perform it.

I have a quadratic problem like this https://www.cvxpy.org/examples/basic/quadratic_program.html, and all the matrix P, q, G, h, A, b.

The solver works as long as the matrix are small (like 150 items). But with larger problems i get the problem above.

Would really appreciate if someone could explain me how to perturb datas (with Python).

Thank you.

There are 1 answers

**ErlingMOSEK** · Answer 1 · 2021-06-21T11:35:13+00:00

ErlingMOSEK On 21 June 2021 at 11:35

What do you mean by not working? Does it say the Q is not positive semi-definite?

If that is the case you may want to read