# Questions tagged [cvxpy]

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

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### Why is a elementwise max not DCP?

I am trying to formulate a convex optimization problem using CVXPY. Everything works, except a constraint that does not seem to follow DCP rules. Let $D \in \Bbb R^n$ be a decision variable and let $Q$...
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### Absolute value constraint in quadratic programming optimization

$$argmin(x,y)=x^2+y^2+2y$$ $$s.t.\ \ y=|x-10|$$ How can I convert the absolute value constraint to the constraint matrix (GX<=h, AX=b) in cvxopt?
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### Formulating this optimization problem

Suppose I want to minimize below objective function $\sum | g(x_i) \cdot I_{g(x_i)<0} |^2$ i.e, the latter penalty terms like $|g(x_i)|^2$ are only computed when $g(x_i)<0$. $|g(x_i)|^2$ are ...
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### Formulate and solve a simple conic programs in cvxpy language [closed]

Let $r,\epsilon > 0$ and $a, b \in \mathbb R^n$ with $\|a\|_2 \le r$. Define $C(a) := \{x \in \mathbb R^p | \|x+a\|_2 \le r,\;\|x\|_\infty \le \epsilon\}$, and assume it is non-empty. Question (A)...
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### 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: ...
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)....