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Questions on linear programming, the optimization of a linear function subject to linear constraints.

2 votes

Is there a Python library that would solve a quadratic optimization problem?

This problem can be solved using a LP solver because it secretly is a linear program. For fixed $x$, the minimum $\min_y F(x,y)$ is obtained when the gradient vanishes. Note that the gradient of $F(x, …
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3 votes

Point in Polytope?

Assume the vertices that span the convex hull are $v_1,v_2,\dots,v_k\in\mathbb{R}^n$ with coordinates $$ v_i = (v_{i1},v_{i2},\dots,v_{in}). $$ A point $p\in\mathbb{R}^n$ lies in the convex hull if an …
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