Tree-Parametric-Algorithm

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 $\lambda$ in the objective function.

M: (Optional. The default value is 5000.) A Float. This is the bounds on variable x.