Minimizing norm subject to linear constraint, using quadratic programming/minimization in Python

I need to solve the following quadratic minimization subject to linear inequality constraint;

Where

||ξ|| is the Euclidean norm of ξ,

ξ and vk are vectors

and λk is a scalar.

I think this can be done with CVXOPT, but I don't have any experience with quadratic minimization so I am a bit lost, some help or just pointers would be greatly appreciated!.

https://stackoverflow.com/questions/65837531/minimizing-norm-subject-to-linear-constraint-using-quadratic-programming-minimi January 22, 2021 at 08:03AM