scipy-quadopt 0.1.2

Wrapper and utility functions to apply scipy's SLSQP algorithm to quadratic optimization problems with resource constraints and upper boundaries.

scipy-quadopt

Wrapper and utility functions to apply scipy’s SLSQP algorithm to quadratic optimization problems with resource constraints and upper boundaries.

Usage

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 is available as PyPi package

pip install scipy-quadopt
pip install git+ssh://[e-mail]/satzbeleg/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

pandoc README.md --from markdown --to rst -s -o README.rst
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 for support.

Contributing

Please contribute using Github Flow. Create a branch, add commits, and open a pull request.

Acknowledgements

This work was funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) - 433249742. Project duration: 2020-2023.