Questions tagged [cvxpy]

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

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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 ...
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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}} & ...
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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)...
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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 \...