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add qp support for highs

Open quantresearch1 opened this issue 9 months ago • 9 comments

Fixes #3381 .

Summary/Motivation:

HiGHS can solve quadratic programming (QP) models, which contain an objective term x.T @ Q @ x where the Hessian matrix Q is positive semi-definite.

Changes proposed in this PR:

  • Allow quadratic terms in the objective by changing quadratic to True in generate_standard_repn

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quantresearch1 avatar Mar 21 '25 00:03 quantresearch1