# Questions tagged [cvxpy]

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

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### Geometric Programming with Simple Affine Equality Constraint

Consider a Geometric Program (GP),  \begin{array}{cl} \operatorname{minimize} & f_{0}(x) \\ \text { subject to } & f_{i}(x) \leq 1, \quad i=1, \ldots, m, \\ & g_{i}(x)=1, \quad i=1, \...
140 views

### Constraints like "max(column a + column b) == 2" are not DCP

I am struggling with the following constraint on a minimization problem cvx.max(z[:, i] + z[:, j]) == 2 where z is a Boolean ...
144 views

### Translate LP format to Numpy matrices

We have a large-scale optimization problem (~10K vars and ~10K constraints) in the form of LP format file (generated using Cplex ...
151 views

### Adding CVXPY abs to optimization problem turns out to be non-DCP

I have tried to solve an optimization problem using CVXPY library. This problem aims to minimize the distance between a vector of $n$ variables ($\beta$), which can be positive or negative real ...
1 vote
59 views

### Convex Optimization with Variable Dependency / no unmet demand carry forward

I'm running into an issue with a Linear Optimization Problem. The ultimate goal is to come back with an optimal production quantity (prod_qty) across several items ...
122 views

### DCP formulation of sum of nonconvex and convex functions

I am trying to find a DCP formulation for the following convex objective function (using CVXPY): Let $x$ be the $N$-dimensional vector variable on which we optimize on, $c$ be a known scalar value ...
69 views

### Constraint raises DCP Error

I have defined a problem which will minimize the cost of to run a pump. That is defined as the objective of the problem. ...
189 views

### Practical open source LP solvers for large linear programming problem with $10^7$ parameters

I have an LP problem of the form $\min\ c^Tx$ subject to $Ax\leq b$ where $x$ consists of 30 million parameters and $A$ is a very very sparse matrix of size 30M by 30M (with only 3 ones per row). I ...
1 vote
80 views

### Optimisation Multiple Constraints

I am trying to solve a linear algebra problem: an optimisation problem and I am using CVXOPT. I've split the problem into 3 components In its simplest form, The general formulation for CVXOPT is \...
1 vote
101 views

### Minimum trade size in CVXPY

I'm trying to replicate some of the suggestions of this paper. On page 40-41, it's made the following suggestion when it comes to enforcing a minimum trade size: In this context, ...
646 views

### Impose binary constraint on integer matrix with CVXPY

So I have the following matrix: \begin{equation} P_{i,j}= \begin{bmatrix} x_0 & x_1 & x_2 \\ y_0 & y_1 & y_2 \\ z_0 & z_1 & z_2 \end{bmatrix} \end{equation} where ...
163 views

### Matrix Singularity Constraint

I'm using CVXPY. Given a $2\times2$ matrix $A$, is it possible to add a singularity constraint? Anything equivalent to: $|A| = 0$: The determinant is $0$ $\operatorname{rank}(A) \leq 1$ Smallest ...
240 views