I want to use cvxopt solvers qp and compute Lagrange multiplier but I wonder how it works "exactly". I was trying to find more information but there is not much information about cvxopt o...

I'm trying to use the CVXOPT qp solver to compute the Lagrange Multipliers for a Support Vector Machine def svm(X, Y, c): m = len(X) P = matrix(np.dot(Y, Y.T) * np.dot(X, X.T)) q = matrix(np.on...

How do I install cvxopt on windows 10 on python 3.6? When running conda install cvxopt Fetching package metadata ........... Solving package specifications: . UnsatisfiableError: The following...

Later Edit: I uploaded here a sample of my original data. It's actually a segmentation image in the DICOM format. The volume of this structure as it is it's ~ 16 mL, so I assume the inner ellipsoid...

I use 64 bit Windows 10. I downloaded glpk-4.64 for Windows. I unzipped the file to my documents. I added the w64 path in this folder to Windows' environment variables. I check if the glpk works in...

How do I invert a matrix of variables in cvxpy? I have a matrix of problem variables defined as follows: import cvxpy as cp A = cp.Variable(2,2) and I want to solve a program with an objective ...

I want to further my real world semi definite programming optimization problem with a constraint on sum of absolute values. For example: abs(x1) + abs(x2) + abs(x3) <= 10. I have searched int...

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...

Whenever I run Python cvsopt solver in terminal, it will print: pcost dcost gap pres dres 0: -8.0742e+00 -7.3715e+00 3e+03 5e+01 4e-15 1: -6.6241e-01 -7.2834e+00 7e+01 1e+00 3e-15 ...... Optima...

Least squares regression is defined as the minimization of the sum of squared residuals e.g. Minimize(sum_squares(X * beta - y)) However, I'd like to propose a slight modification such that we a...

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 need to convert a scipy sparse matrix to cvxopt's sparse matrix format, spmatrix, and haven't come across anything yet (the matrix is too big to be converted to dense, of course). Any ideas how t...

I am trying to solve a linear program with CVXOPT. There are 2n variables, x_1,...,x_2n. The LP is in the form of min x_{n+1}+...+x_{2n} s.t. Ax \leq b Here, A and b are fixed. It seems very stra...

I'm working on an mid-sized linear program (70k x 10k sparse constraint matrix) and need to run a large number of scenarios, requiring ~2,000 CPU-hours at my current solve time. Because the c...

I've been trying to pass some code from Matlab to Python. I have the same convex optimization problem working on Matlab but I'm having problems passing it to either CVXPY or CVXOPT. n = 1000; i = ...

I am trying to combine cvxopt (an optimization solver) and PyMC (a sampler) to solve convex stochastic optimization problems. For reference, installing both packages with pip is straightforward: pi...