benedetto manca

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  • Efficient way of modeling a quadratic program

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    Hi, I'm trying to solve the following quadratic program using Gurobi via the Python API:\[\begin{align} \min \frac{1}{2\mu}\|\sum_i \lambda_i G_i + \gamma\| - \lambda \cdot \alpha + \gamma \cdot p ...

    benedetto manca Edited 2 followers 2 comments 0 votes