title: Quadratic Programming in Julia
body: <p>Well, I have a quadratic programming optimization problem, well structured in Matlab. For instance, 
  With <code>x</code> a <code>n*1</code> vector, we have </p>
  
  <pre><code>x = argmin (1/2*x'*H*x+f'*x)
  s.t.
  A*x &lt;= b
  x_lb&lt;=x&lt;=x_ub
  </code></pre>
  
  <p>Of course, <code>A</code> is a matrix and <code>b</code>, <code>x_lb</code>, <code>x_ub</code> are vectors.
  However, my question is, how to construct such a standard in Julia
  I tried with Jump.
  Actually,     </p>
  
  <pre><code>A*x .&lt;= b 
  </code></pre>
  
  <p>can make the last constiant work. But how to construct the second constraint <code>x_lb&lt;=x&lt;=x_ub</code> in JuMP? I tried with </p>
  
  <pre><code>[x_lb[i]&lt;=x[i]&lt;=x_ub[i] for i =1:X_dim]  
  </code></pre>
  
  <p>but it didn't work. It seems like only constant can be assigned as upper/lower bounds? </p>
  
  <p>Also, for the quadratic objective, "aff" and "quad" can be used but we need to treat <code>x</code>, <code>H</code> and <code>f</code> element-wisely, which makes such a job time-consuming.</p>
  
  <p>Any help is appreciated!</p>