# Python二次规划和线性规划使用实例

MATLAB里是有quadprog函数可以直接用来解决二次规划问题的，linprog函数来解决线性规划问题。Python中也有很多库用来解决，对于二次规划有CVXOPT, CVXPY, Gurobi, MOSEK, qpOASES 和 quadprog； 对于线性规划有Gurobi，PuLP， cvxopt。

`conda install -c conda-forge cvxopt`

cvxopt有自己的matrix格式，因此使用前得包装一下

```def cvxopt_solve_qp(P, q, G=None, h=None, A=None, b=None):
P = .5 * (P + P.T) # make sure P is symmetric
args = [cvxopt.matrix(P), cvxopt.matrix(q)]
if G is not None:
args.extend([cvxopt.matrix(G), cvxopt.matrix(h)])
if A is not None:
args.extend([cvxopt.matrix(A), cvxopt.matrix(b)])
sol = cvxopt.solvers.qp(*args)
if "optimal" not in sol["status"]:
return None
return np.array(sol["x"]).reshape((P.shape[1],))```

```def cvxopt_solve_lp(f, A, b):
#args = [cvxopt.matrix(f), cvxopt.matrix(A), cvxopt.matrix(b)]
#cvxopt.solvers.lp(*args)
sol = cvxopt.solvers.lp(cvxopt.matrix(f), cvxopt.matrix(A), cvxopt.matrix(b))
return np.array(sol["x"]).reshape((f.shape[0],))```

Quadratic Programming in Python

Linear Programming in Python with CVXOPT

cvxopt.org