This repository contains the code of the algorithm in the paper "A Parametric Approach for Solving Quadratic Optimization with Indicators Over Trees".
Use line below to import the function:
from Parametric import Para_Algo
The function has Para_Algo requires 4 arguments.
Q: n x n dimention numpy array. This is the quadratic term in the objective function.
c: n dimention numpy array. This is the linear term in the objective function.
lam: n dimention numpy array. This is the regularizer
M: (Optional. The default value is 5000.) A Float. This is the bounds on variable x.