Questions tagged [cvxpy]

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

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least squared optimization

I want to decompose a list of 3D vectors $X_j$ as linear combination of five 3D verctors $C_k$ $$X_j= \sum_{i=1}^{5}{w_{ji}C_i}$$ both $X_j$ and $C_i$ are 3 components vectors $$C= \begin{bmatrix} ...
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Best optimizer for unconnstrained non-convex nonlinear least-square optimization problem?

I am looking for a very good optimizer to the following problem: $$\min_{P,\Theta}\lVert APD(\Theta)P^{-1} -B \rVert_F$$ where $A,B \in \mathbb{R}^{n\times m}$, $P \in \mathbb{R}^{m\times m}$, $D\in \...
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convex atomic function reformulation to meet concave dcp rule requirements

I have an atomic constraint of the form abs(w - w_prev) >= some_threshold It is supposed to get every value equal to or above my threshold. I am working on a ...