Python中解决线性规划和二次型规划问题的CVXOPT模块_python cvxopt

Python CVXOPT模块

Python中支持Convex Optimization（凸规划）的模块为CVXOPT，能够解决线性规划和二次型规划问题，其应用场景如SVM中的Hard Margin SVM。

Creating matrices

CVXOPT has separate dense and sparse matrix objects.

A dense matrix is created using the matrix() function; it can be created from a list (or iterator):

>>>from cvxopt import matrix
>>>A = matrix([1.0, 2.0, 3.0, 4.0, 5.0, 6.0], (2,3))
>>>print(A)
[ 1.00e+00  3.00e+00  5.00e+00]
[ 2.00e+00  4.00e+00  6.00e+00]
>>>A.size
(2, 3)

or from a list of lists, where each inner list represents a column of the matrix:

>>>B = matrix([ [1.0, 2.0], [3.0, 4.0] ])
>>>print(B)
[ 1.00e+00  3.00e+00]
[ 2.00e+00  4.00e+00]

More generally, the inner lists can represent block-columns.