Questions tagged [cvxpy]
CVXPY is a Python-embedded modeling language for convex optimization problems.
5
questions
5
votes
1answer
56 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 ...
2
votes
1answer
35 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
204 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
76 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
343 views
