Questions tagged [cvxpy]
CVXPY is a Python-embedded modeling language for convex optimization problems.
6
questions
4
votes
2answers
107 views
Directly calling gurobipy API causes substantially longer runtime than calling cvxpy
Background
I am trying to implement the reranking algorithm proposed in the paper (Eqn 3). The algorithm is cast into an integer linear program which is trying to find permutation matrix $\mathbf{X} \...
5
votes
1answer
58 views
Maximizing a Ratio/Percent
I'm using cvxpy to model a problem. Inside a very large and complex LP, I create two continuous, affine (unconstrained) expressions: $x$ and $y$. Due to how they ...
3
votes
1answer
44 views
Portfolio optimization with indicator function constraints in Cvxpy
I have the following portfolio optimization problem that I want to solve using Cvxpy:
However I am having troubles implementing the last constraint involving an indicator function. Any ideas on how ...
1
vote
1answer
283 views
Mixed integer quadratic programming (MIQP) in CVXPY
There's something I don't understand about CVXPY's example on its MIQP use. It says that the algorithm returns a solution $x \in \mathbb{Z}^n$ but I thought in general the point of MIQP algorithms was ...
4
votes
1answer
77 views
Make Optimization term fit into DCP rules
I want to make a term in an objective function I am working with fit into DCP for CVXPY.
I am working on replicating this research paper for an active learning problem. Specifically equations 5 is ...
4
votes
0answers
524 views
