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https://github.com/ulf1/scipy-quadopt
Wrapper and utility functions to apply scipy's SLSQP algorithm to quadratic optimization problems with resource constraints and upper boundaries
https://github.com/ulf1/scipy-quadopt
quadratic-programming resource-constraints scipy
Last synced: 24 days ago
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Wrapper and utility functions to apply scipy's SLSQP algorithm to quadratic optimization problems with resource constraints and upper boundaries
- Host: GitHub
- URL: https://github.com/ulf1/scipy-quadopt
- Owner: ulf1
- License: apache-2.0
- Created: 2021-04-07T08:36:28.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2023-07-10T15:41:26.000Z (over 1 year ago)
- Last Synced: 2024-10-02T06:03:40.241Z (about 1 month ago)
- Topics: quadratic-programming, resource-constraints, scipy
- Language: Python
- Homepage:
- Size: 41 KB
- Stars: 0
- Watchers: 3
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGES.md
- Funding: .github/FUNDING.yml
- License: LICENSE
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# 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
```py
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](http://github.com/ulf1/scipy-quadopt) is available as [PyPi package](https://pypi.org/project/scipy-quadopt)
```
pip install scipy-quadopt
pip install git+ssh://[email protected]/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
```sh
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](https://github.com/ulf1/scipy-quadopt/issues/new) for support.
### Contributing
Please contribute using [Github Flow](https://guides.github.com/introduction/flow/). Create a branch, add commits, and [open a pull request](https://github.com/ulf1/scipy-quadopt/compare/).
### Acknowledgements
The "Evidence" project was funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) - [433249742](https://gepris.dfg.de/gepris/projekt/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](https://gepris.dfg.de/gepris/projekt/433249742)
- since 01.Sep.2023 (v0.2.0) the code repository is maintained by Ulf Hamster.