Fused Lasso (Tibshirani et al, 2005) encourages sparsity of the coefficients and also sparsity of their differences. This is the formula for the loss function and regularization: The first term ...

In this bit of code: import cvxpy as cvx # Examples: linear programming # Create two scalar optimization variables. x = cvx.Variable() y = cvx.Variable() # Create 4 constraints. constraints = [x...

I want to perform the following least squares minimization problem in python using cvxpy: import numpy as np import cvxpy as cp # Generate the data m = 20 n = 15 A = np.random.randn(m, n+2) b = np...

I've attempted to implement the Calafiore (2002) method of fitting ellipsoids to data using CVXPY as a wrapper to SCS to perform the semi-definite programming. When I run this implementation, I ge...

Similar question as here but now on Python packages. Currently, the CVXPY is missing in Azure ML. I am also trying to get other solvers such as GLPK, CLP and COINMP working in Azure ML. How can I i...

I have the data of the outside temperatures [8,2,10,13 ..] and I have the thermal inertia (8h) of my building. One of the constraints would be to keep an inside temperature of my building within 20...

I'm trying to solve an integer linear programming problem using the CVXPY but am struggling with some syntax and can not figure out a way of how to enforce my variable that I'm interested to solve ...

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'm trying to solve a Sudoku with cvxpy optimization package. I'm really new to both optimization and cvxpy. The constraints are: all the values are between 1 to 9 sum of all rows = 45 sum of...

I'm using cvxpy within python to solve a particular type of assignment problem. I'd like to assign M people to N groups in a way that minimizes cost, with the following constraints on groups: Gro...

I just install the latest version of cvxpy using pip install and am working my way through the examples provided at http://nbviewer.jupyter.org/github/cvxgrp/cvx_short_course/blob/master/applicatio...

While trying to install cvxpy package using pip install on Mac, I get the following error message: warning: include path for stdlibc++ headers not found; pass '-std=libc++' on the command line to ...

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 am trying to resolve a portfolio optimization problem in Python using CVXPY but getting an error sum_entries is not defined. I am using Anaconda 2.7 and Jupyter notebook. I have installed cvxpy, ...

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 ...

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...

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 have a large problem defined in CVXPY modelling language. I want to solve series of this problems - still the same format but with different parameters (constants). I found out that after calli...

I want to add many constraint in a optimization problem under cvxpy. In matlab I can do so by adding a line subject to and then use for loop to generate the constraints. How can I do the same work ...

What's the recommended package for constrained non-linear optimization in python ? The specific problem I'm trying to solve is this: I have an unknown X (Nx1), I have M (Nx1) u vectors and M (NxN...

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 = ...

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...