Python-CVXOPT熵最小化算法
我正在查看页面上的示例: 问题陈述是:Python-CVXOPT熵最小化算法,python,cvxopt,Python,Cvxopt,我正在查看页面上的示例: 问题陈述是: # minimize p'*log p # subject to -0.1 <= a'*p <= 0.1 # 0.5 <= (a**2)'*p <= 0.6 # -0.3 <= (3*a**3 - 2*a)'*p <= -0.2 # 0.3 <= sum_{k:ak < 0} pk <= 0.4 #
# minimize p'*log p
# subject to -0.1 <= a'*p <= 0.1
# 0.5 <= (a**2)'*p <= 0.6
# -0.3 <= (3*a**3 - 2*a)'*p <= -0.2
# 0.3 <= sum_{k:ak < 0} pk <= 0.4
# sum(p) = 1
似乎从未实施过?它是在生产线上实施的
A, b = matrix(1.0, (1,n)), matrix(1.0)
它是在生产线上实现的
A, b = matrix(1.0, (1,n)), matrix(1.0)