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Tag: quadratic-programming

CVXPY Quadratic Programming; ArpackNoConvergence error

I’m trying to use the Python package CVXPY to solve a convex quadratic programming problem of the first form here: https://www.cvxpy.org/examples/basic/quadratic_program.html, using the following code However, for certain data, it gives me the error From searching the internet, it seems like this can be addressed either by increasing the number of iterations in ARPACK, or by increasing the tolerance. CVXPY

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