CODEWITHSUNDEEP
pythonmathematical-optimization
Tivorán Réka
Tivorán Réka

Reputation: 1

Solve Python linear mathematical optimization problem - vector - easy constraint

I do not know how to set up and solve the following linear optimization problem in Python. Can you help?

R and Beta are vectors of length n with known constants.

x is a vector of length n but is unknown - to be optimized.

constraints:

`B * x = 200 cross product (elementwise product then sum)

x(i)>0

find optimal values in vector x such that we maximize:

max(R * x)

It seems to be not a very complicated, but I did not succeed setting up the problem in the scipy library. Any help is appreciated.

Upvotes: 0

Views: 229

Answers (1)

danuzco
danuzco

Reputation: 55

That looks like a linear programming problem, take a look into the scipy library to solve that.

Upvotes: 1

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