Stack Exchange Network

Stack Exchange network consists of 174 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [cvxpy]

CVXPY is a Python-embedded modeling language for convex optimization problems.

2
votes
1answer
40 views

Question about strange outputs from the CVXPY solver

I am familiarizing myself with CVXPY, and encountered a strange problem. I have the following simple toy optimization problem: ...
0
votes
1answer
231 views

Defining a soft constraint in cvxpy

I am using cvxpy to do a simple portfolio optimization. I implemented the following dummy code ...
3
votes
1answer
181 views

Imposing special structure on Positive Semi-Definite matrix

I am trying to implement the algorithm described in reference 1 using cvxpy. However I am struggling to constrain the matrix $Z_j$ as described in equations (33-35)....