qpsolvers_quadratic_program_with_constraints_and_bounds.py

1import numpy as np
2from qpsolvers import solve_qp
3
4M = np.array([[1.0, 2.0, 0.0], [-8.0, 3.0, 2.0], [0.0, 1.0, 1.0]])
5P = M.T @ M  # positive-definite matrix
6q = np.array([3.0, 0.0, 2.0]) @ M
7G = np.array([[1.0, 2.0, 1.0], [2.0, 0.0, 1.0], [-1.0, 2.0, -1.0]])
8h = np.array([3.0, 2.0, -2.0])
9A = np.array([1.0, 1.0, 1.0])
10b = np.array([1.0])
11lb = np.array([-1.0, -1.0, -1.0])
12ub = np.array([1.0, 1.0, 1.0])
13
14x = solve_qp(P, q, G, h, A, b, lb, ub, solver="proxqp")
15print(f"QP solution: x = {x}")