- NoiseTransformer.solve_quadratic_program(P, q)¶
Solve the quadratic program optimization problem.
This function solved the quadratic program to minimize the objective function f(x) = 1/2(x*P*x)+q*x subject to the additional constraints Gx <= h
Where P, q are given and G,h are computed to ensure that x represents a probability vector and subject to honesty constraints if required :param P: A matrix representing the P component of the objective function :type P: matrix :param q: A vector representing the q component of the objective function :type q: list
The solution of the quadratic program (represents probabilities)
- Return type
- Additional information:
This method is the only place in the code where we rely on the cvxpy library should we consider another library, only this method needs to change.