# Questions tagged [cvxpy]

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

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1answer
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### 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)....
1answer
116 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: ...
1answer
75 views

### Why is CVXPY throwing a DCP error with cp.sqrt but no error with cp.norm

I am trying to use CVXPY to optimise signal-to-noise-plus interference ratio (SINR) for a visible light communication (VLC) system. I have one of my SINR constraints stated as \begin{equation} \...
0answers
105 views

### Understanding Illumination Optimisation Problem

I am a newbie to convex optimisation and I am learning with the aid of CVXPY. I am requesting for clarity on the illumination problem as described in Boyd & Vandenberghe lecture 1 slides here. I ...
1answer
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1answer
767 views

### Why am I getting this DCPError?

I'm trying to optimize a binary portfolio vector to be greater than a benchmark using CVXPY. ...
0answers
66 views

### Why is the problem infeasible?

Given $\mathbf V_t=\mathbf v_t\mathbf v_t^H$ where $\mathbf v_t=\left(e^{j\theta_{1}},e^{j\theta_{2}}\right)^H$: \begin{equation*} \begin{array}{ll} \underset{\mathbf V}{\operatorname{minimize}} & ...
0answers
70 views

### Ramp least squares estimation

With some given $s$ value, let \begin{equation} \begin{aligned} h(\beta)&=\min(\sum_{i=1}^n(Y_i - X_i\beta)^2, s)\\ &=\sum_{i=1}^n(Y_i - X_i\beta)^2-\max(0, \sum_{i=1}^n(Y_i - X_i\beta)...
0answers
46 views

1answer
837 views

### Defining a soft constraint in cvxpy

I am using cvxpy to do a simple portfolio optimization. I implemented the following dummy code ...