qp-formulation

Model quadratic programming problems with objectives, variables, and linear constraints for cuOpt.

2.8k|332|Updated Feb 25, 2026
One-click install
npx skills add https://github.com/NVIDIA/skills --skill qp-formulation
Or copy as Structured Prompt for Agent▼
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Skill: qp-formulation
Source: https://github.com/NVIDIA/skills/tree/main/skills/cuopt/qp-formulation
Command: npx skills add https://github.com/NVIDIA/skills --skill qp-formulation

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This knowledge captures quadratic programming concepts for cuOpt, enabling structured problem definitions without API specifics.

Core Features & Use Cases

  • Domain modeling: defines quadratic objectives and linear constraints for optimization tasks.
  • Educational focus: explains QP terminology, matrix properties, and problem structure to aid modeling.
  • Use cases: ideal for portfolio variance minimization, least-squares problems, and other linear-constraint QP scenarios.

Quick Start

Define a minimal quadratic programming problem with a positive semidefinite Q and linear constraints to illustrate cuOpt beta support.

Frequently Asked Questions about qp-formulation

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I define a quadratic programming problem for portfolio optimization?▼

Model quadratic programming for least squares by defining a quadratic objective matrix and linear constraints. cuOpt solves the minimization problem provided the Q matrix meets positive semidefinite conditions for well-posedness.

What is a positive semidefinite matrix in quadratic programming?▼

A positive semidefinite Q matrix guarantees a convex quadratic objective, ensuring a well-posed minimization on cuOpt beta. Without this property, the optimization may not converge to a global minimum.

Can I use cuOpt beta for least squares problems with linear constraints?▼

Yes, cuOpt beta handles least squares problems by treating them as quadratic programming models with linear constraints and variable bounds, provided the Q matrix satisfies positive semidefinite conditions.

What are the requirements for quadratic programming modeling with cuOpt?▼

Requirements include defining a positive semidefinite Q matrix, setting variable bounds, and specifying linear constraints to ensure a well-posed quadratic minimization problem on cuOpt beta.

Why does my quadratic program fail to minimize correctly on cuOpt?▼

Quadratic programs fail on cuOpt when the Q matrix lacks positive semidefinite properties, preventing well-posed convex minimization. Verify Q matrix conditions and variable bounds to resolve convergence issues.