CVXPY is a domain-specific language for convex optimization embedded in Python. It allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the ...

import numpy as np import cvxpy S = np.array([[0.04, 0.006, -0.004, 0],[0.006, 0.01, 0., 0.],[-0.004, 0., 0.0025, 0.],[0., 0., 0., 0.]]) p = np.array([0.12, 0.1, 0.07 ...

I have the following problem, I need to use CBC solver for my optimization problem and from some business reasons I cannot use regular cvxpy and CBC installed as 3rd party application. That is why I ...

Abstract: We introduce CVXPYgen, a tool for generating custom C code, suitable for embedded applications, that solves a parameterized class of convex optimization problems. CVXPYgen is based on CVXPY, ...

Abstract: We introduce cvxRiskOpt (convex Risk-based Optimization): a Python package built on top of CVXPY for the rapid prototyping of convex risk-based optimization problems and generating ...

This page contains information about setting up and installing cvxpy for the 15-780 problem sets. For sumitting programming assignments you will use the Autolab system, which already has this system ...