bfieldtools.coil_optimize.cvxopt_solve_qp

bfieldtools.coil_optimize.cvxopt_solve_qp(P, q, G=None, h=None, A=None, b=None, tolerance=1e-07, **kwargs)

Use cvxopt (without CVXPY wrapper) for quadratic programming.

Minimize

\[(1/2) \mathbf{x}^T \mathbf{P} \mathbf{x} + \mathbf{q}^T \mathbf{x}\]

subject to

\[\mathbf{G} \mathbf{x} \leq \mathbf{h}\]

and

\[\mathbf{A} \mathbf{x} = \mathbf{b}\]

Parameters

P: (N_x, N_x) array

Quadratic minimization matrix

q: (N_x, ) array

Linear penalty term vector

G: (N_h, N_x) array

Linear inequality matrix

h: (N_h, ) array

Linear inequality constraint vector

A: (N_b, N_x) array

Linear equality matrix

b: (N_b, ) array

Linear equality constraint vector

**kwargs

Use to pass cvxopt solver options, such as tolerance

Returns

x: (N_x, ) array

Optimized solution for x (if available)

sol: CVXOPT solution

Solution object with optimization info