Questions tagged [disciplined-convex-programming]

Disciplined convex programming (DCP) is a system for constructing mathematical expressions with known curvature from a given library of base functions.

8 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
6 votes
0 answers

How to make constraints satisfy disciplined convex programming guidelines?

How do I turn my convex constraints (described below) into constraints that are DCP so that I can solve them in CVXPy? Is there some ``cheat sheet'' of standard tricks? I'm trying to implement the ...
Dupin's user avatar
  • 61
4 votes
0 answers

Help with constrained or regularized optimization problem involving variable matrices and powers of matrices (or perhaps matrix logarithms)

I am attempting to solve the following optimization problem: $$ \small\min_{A,B,C} \| Y_A - AX_A \|_F + \| Y_B - BX_B \|_F + \| Y_C - CX_C \|_F + \lambda_1 \|B - A^2\|_F + \lambda_2 \|C - A^4\|_F $$ ...
ARandomName's user avatar
2 votes
0 answers

Global optimizers handling minimization of an expression arising from the likelihood of a multivariate normal

I am interested in converting the following optimisation problem into a form that an exponential cone and/or SDP solver such as MOSEK can handle. This is a multivariate version of the question I ...
cfp's user avatar
  • 259
2 votes
0 answers

How to rewrite a constraint with sum of convex and concave components to satisfy DCP rule?

suppose that decision variable is X with N dimensions, and one type of the constraint is ...
Allen Zhang's user avatar
2 votes
0 answers

Regularize for a bang-bang control

I have an optimal control problem with a state vector $\vec x$ and a control vector $\vec u\in[0,1]$. If I were solving the problem without regularization I would write $$ \min \lVert \vec x \rVert $$ ...
Richard's user avatar
  • 543
2 votes
1 answer

MIQP — CVXPY unable to treat summation of variables as a variable

I have a quadratic integer programming assignment problem. The goal is to assign riders seats on a bus such that distance between any two riders is maximized; however, the importance of each objective ...
jbuddy_13's user avatar
  • 519
1 vote
0 answers

Handling Variable Division in CVXPY for Calculating Annualized Rate of Change

I am working with a dataset that contains multiple entries for different IDs across various years. Some IDs might have a gap of years between entries. My goal is to solve an optimization problem using ...
user760900's user avatar
-1 votes
0 answers

how to implement the correlation coefficient in cvxpy and how to rewrite cp.diff(cp.cumsum(x)/(cp.cumsum(x)[-1])

suppose that I have 2 sets of data, x and y,where x can be ...
Allen Zhang's user avatar