I'm trying to solve a simple optimisation problem, we want to have a complex valued Hermitian matrix as its variable (topic is quantum mechanics). using Convex #load the optimization solvers using ...

I have a set of points W={(x1, y1), (x2, y2),..., (xn, yn)} on the 2D plane. Can you find an algorithm that takes these points as the input and returns a point (x, y) on the 2D plane which has the ...

I am looking for a recommendation (or comparison) of solvers for second order cone programming with regard to evaluation speed. The solver must be free for non-profit use or open source. I a...

I want to translate a LMI-constrained optimization problem from Matlab to Python. While reading the CVXPY documentation, I found that I can define an LMI-constrained problem by creating a matrix va...

I'm misunderstanding the idea behind the minima in the derivation of the logistic regression formula. The idea is to increase the hypothesis as much as possible (i.e correct prediction probability...

I am using CVXPY (version 1.0) to solve a quadratic program (QP) and I often get this exception: SolverError: Solver 'xxx' failed. Try another solver. which makes my program really fragile. I...

I am trying to do element-wise multiplication in CVXPY in the objective function. Is this allowed as part of a convex problem? X is a n x 1 variable. V is a n x n constant. I want to do the equi...

I want to solve this problem using CVXPY but I don't know why I get the following error message: DCPError: Problem does not follow DCP rules. I guess my constraints are not DCP. Is there any ...

I'm trying to solve the problem d = 0.5 * ||X - \Sigma||_{Frobenius Norm} + 0.01 * ||XX||_{1}, where X is a symmetric positive definite matrix, and all the diagnoal element should be 1. XX is s...

Suppose my constraint is the product of the first column and third column of the matrix variable is greater than one. How can I implement in CVXPY? Example: w = Variable(4,3) In Matlab, my cons...

I need to solve (many times, for lots of data, alongside a bunch of other things) what I think boils down to a second order cone program. It can be succinctly expressed in CVX something like this: ...

I am using CPLEX for solving huge optimization models (more than 100k variables) now I'd like to see if I can find an open source alternative, I solve mixed integer problems (MILP) and CPLEX ...

I am trying the following as learning exercise in CVXOPT. I have made minor modifications to the example code here by removing the inequality constraints and adding few more equality constraints. ...

I am planning a visualization of flows though Concave Bisymmetric hexagons with two mouths. Example where the length of the side d1 equals the other length of the side d2: which naming I discu...

When solving optimisation problems in cvxpy, is there a nice way to check that the constraints are valid by substituing in actual values for the optimisation variables? I have a complicated optimi...

Does anyone know of such a library that performs mathematical optimization (linear programming, convex optimization, or more general types of problems)? I'm looking for something like MATLAB,...

This is my first post to stackoverflow, so if this isn't the correct area I apologize. I am working on minimizing a L1-Regularized System. This weekend is my first dive into optimization, I have a...

I am implementing SVM using scikit package in python. I am having difficulty while interpreting the "alpha i" values in plot_separating_hyperplane.py import numpy as np import pylab as pl...

I found some solutions, but they're too messy.