Questions tagged [cvxpy]
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For mathematical questions about CVXPY; questions purely about the language, syntax, or runtime errors would likely be better received on Stack Overflow. CVXPY is a Python-embedded modeling language for convex optimization problems.
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What algorithm does cvxpy actually use to solve SDP problems with the constraint form $\sum_i E_iXE_i^T \succ B$
CVXPY is a famous software as a solver for optimization problems.Nowadays I use it to run a program presented in a paper,the Example 7.1,and the program runs as follows (I haven't found out how to ... optimization convex-optimization semidefinite-programming cvx cvxpy- 57
CVXPY: Get Simplex Direction when the problem is unbounded
I want to know how to get the simplex direction from cvxpy when a linear programming problem is unbounded. cvxpy- 468
How to formulate systems of equations as a convex optimization problem?
I have the following set of equations: \begin{align*} &\alpha_t \cdot (1-\theta) + \beta_t\cdot \theta = c_t \; \quad t = 1, \dots, T\\ &{\beta_t \cdot \theta^2 \over \alpha_t \cdot (1-\theta)^... systems-of-equations convex-optimization cvxpy- 777
Adding CVXPY abs to optimization problem turns out to be non-DCP
Crossposted at Operations Research SE I have tried to solve an optimization problem using CVXPY library. This problem aims to minimize the distance between a vector of n variables (beta), which can ... optimization convex-optimization cvxpy- 1
Works on CVX-Matlab but not on CVXPY
I have the following program running correctly in Matlab. ... matlab python cvx cvxpy geometric-programming- 1
How to use decision variable in the exponential term while using CVXPY?
The objective function of my optimization problem involves the exponential function of the decision variables. My code is ... python cvx cvxpy- 43
Solution to QCQP problem and potential solvers in Python
I am working to solve a given linear system of the form $$\mathbf{A} \: \mathbf{x} = \mathbf{b}$$ where $\mathbf{x} = \begin{pmatrix} x_1 & x_2 & \cdots & x_n \end{pmatrix}^T$ with ... optimization non-convex-optimization qcqp cvxpy- 434
In CVXPY, how to use an asymmetric cost function without breaking convexity?
I am facing a problem with a CVX(PY). I want to solve an optimization problem over a variable $x$ of dimension $n$ with the cost function $$c=\sum^n (x-1)^2$$ and subject to some constraints. This is ... optimization convex-optimization python cvxpy- 131
Solving the Basis Pursuit Linear Program
Background: Suppose I have M samples of a signal $\mathbf{s}$ and I want to represent them by a linear combination of functions $\phi_{1}, \phi_{2}, \ldots, \phi_{L}$. I can do this by finding a ... convex-optimization linear-programming matrix-rank sparsity cvxpy- 1,015
Problem formulation in CVX toolbox in Python
I have an optimization problem to solve, which is a constrained least squares. I am trying to solve it using CVX toolbox in Python. Here is the optimization problem: $$\hat{H} = \arg \min_H \vert \... optimization convex-optimization least-squares non-convex-optimization cvxpy- 434
Solving the multi-dimensional scaling problem in CVXPY
I want to use the CVXPY Python toolbox to solve the simple classical multi-dimensional scaling problem. Problem: Given $n$ points in $d$-dimensional space, i.e. $\mathbf{x}_i \in \mathbb{R}^d$. The ... optimization convex-optimization python semidefinite-programming cvxpy- 434
Undefined infeasible point in a convex programming package like CVXOPT
I am using CVXOPT, particularly to solve a nonlinear convex optimization problem. Either the objective function or the constraints involve some functions that are only defined in a strict subset of $\... convex-optimization nonlinear-optimization cvxpy- 9,001
CVXPY Constraint reformulation
If, \begin{equation} \sqrt{1 + x^{2}}, \end{equation} can be written as cp.norm(cp.hstack([1, $x$]), 2) instead of cp.sqrt(1 + cp.square($x$)), what is the correct way of writing \begin{equation} \... normed-spaces cvxpy- 1
Expressing positive semidefiniteness of block matrices in CVXPY [closed]
I am trying to solve a robust optimization problem using CVXPY. I am new to this package and also a beginner of Python. I don't know how to implement the constraint that makes a block decision ... matrices positive-semidefinite python block-matrices cvxpy- 23
How to convert a non-convex problem to a convex problem?
I am a graduate student just learned the convex optimization. I am solving a problem about convex using cvxpy. However when I structured the problem and used the solver model the compiler told me it ... convex-analysis cvxpy- 11
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