scipy-quadopt: Quadratic optimization with constraints and upper boundaries

Wrapper and utility functions to apply scipy's SLSQP algorithm to quadratic optimization problems with resource constraints and upper boundaries.

Usage

import numpy as np
import scipy_quadopt as sqp

# goodness scores
good = np.array([.51, .53, .55, .57])

# similarity matrices
simi_1 = np.array([
    [1, .9, .8, .7],
    [.9, 1, .6, .5],
    [.8, .6, 1, .4],
    [.7, .5, .4, 1],
])

simi_2 = np.array([
    [1, .7, .8, .3],
    [.7, 1, .4, .2],
    [.8, .4, 1, .6],
    [.3, .2, .6, 1],
])

# preference parameters
lam = 0.4
beta_1 = 0.25
beta_2 = 0.75

# compute weights
simi = sqp.aggregate_matrices(simi_1, beta_1, simi_2, beta_2)
weights, _ = sqp.get_weights(good, simi, lam)

Appendix

Installation

The scipy-quadopt git repo is available as PyPi package

pip install scipy-quadopt
pip install git+ssh://git@github.com/ulf1/scipy-quadopt.git

Install a virtual environment

python3 -m venv .venv
source .venv/bin/activate
pip install --upgrade pip
pip install -r requirements.txt --no-cache-dir
pip install -r requirements-dev.txt --no-cache-dir

(If your git repo is stored in a folder with whitespaces, then don't use the subfolder .venv. Use an absolute path without whitespaces.)

Python commands

• Jupyter for the examples: jupyter lab
• Check syntax: flake8 --ignore=F401 --exclude=$(grep -v '^#' .gitignore | xargs | sed -e 's/ /,/g')
• Run Unit Tests: PYTHONPATH=. pytest

Publish

python setup.py sdist 
twine upload -r pypi dist/*

Clean up

find . -type f -name "*.pyc" | xargs rm
find . -type d -name "__pycache__" | xargs rm -r
rm -r .pytest_cache
rm -r .venv

Support

Please open an issue for support.

Contributing

Please contribute using Github Flow. Create a branch, add commits, and open a pull request.

Acknowledgements

The "Evidence" project was funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) - 433249742 (GU 798/27-1; GE 1119/11-1).

Maintenance

• till 31.Aug.2023 (v0.1.2) the code repository was maintained within the DFG project 433249742
• since 01.Sep.2023 (v0.2.0) the code repository is maintained by Ulf Hamster.