Forum Discussion
Quadratic Optimization
Hello! I have the following problem: I want to minimize a least square problem with restrictions using quadratic module from xpress MP. The model has the following form:
F:=sum(i in 1..N) (y(i)-...
Hi,
If I read your model correctly then yes, this should be possible.
I would consider a formulation along these lines:
deviation = y(i)-sum(j in 1..3) x(i)*w(j)
deviation <= T + positive_surplus
deviation >= -T - negative_surplus
minimize (positive_surplus^2 + negative_surplus^2 )
