'CVXOPT QP with equality constraints on some elements
I am trying to CVXOPT to solve a QP problem that has a form of
min_x 1/2 x^T P x + q^T x
assume x is a column vector with the dimension of (m,1), each element is non-negative and has upper bound maxVal, so the inequality constraints are
0 <= x_{i1} <= maxVal, i=1,...,m
And starting from the k+1th row, the item is 0, so the equality constraint is:
x_{j1} = 0, j=k+1,...,m
However, I am not sure how to code the equality constraint on part of the elements in x by following the CVXOPT QP instruction. Anyone with such experience can help? Thanks!
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