Mixed-integer quadratic program(混合-整数二次规划)
标准形式:-A mixed-integer quadratic program (MIQP) is an optimization problem of the form:
#example -mixed-integer quadratic program
import cvxpy as cp
import numpy as np
#problem data
m,n = 40,25
np.random.randn(1)
A = np.random.randn(m,n)
b = np.random.randn(m)
#problem variable
x = cp.Variable(n,integer = True)
#constraints
#object
objective = cp.Minimize(cp.sum_squares(A@x-b))
#problem
prob = cp.Problem(objective)
#solve
prob.solve()