title: Python Quadratic Programming with CVXOPT
body: <p>I am looking for a definitive guide on formulating a CVXOPT quadratic programming problem with quadratic constraints. There are good documents provided here: </p>
  
  <p>The problem statement I am dealing with is identical to the problem <a href="http://cvxopt.org/userguide/coneprog.html" rel="nofollow noreferrer">here</a>:</p>
  
  <p><a href="https://i.stack.imgur.com/QREO6.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/QREO6.png" alt="enter image description here"></a></p>
  
  <p>What is the matrix <strong>G</strong> supposed to look like? I've formulated as a system of linear equations, but looking at examples this does not appear to be correct?</p>
  
  <p>The best resource I've found is <a href="https://courses.csail.mit.edu/6.867/wiki/images/a/a7/Qp-cvxopt.pdf" rel="nofollow noreferrer">https://courses.csail.mit.edu/6.867/wiki/images/a/a7/Qp-cvxopt.pdf</a>, but the links at the end are dead for more reading.</p>
  
  <p>I have an ipython notebook trying to use this programming method but it continually fails: <a href="https://gist.github.com/jaredvacanti/62010beda0ccfc20d2eac3c900858e50" rel="nofollow noreferrer">https://gist.github.com/jaredvacanti/62010beda0ccfc20d2eac3c900858e50</a></p>
  
  <p>Edit: I have edited the data source file in the notebook to provide access to the real data used in this optimization problem.</p>