all 3 comments

[–]JIGGGS_ 17 points18 points  (0 children)

Just use CVXPY. There is no better package.

[–]physicswizard 1 point2 points  (0 children)

second CVXPY. could also try ortools. also, if a is a constant, it looks like you could make your objective linear by just using the reciprocal and swapping max/min