# 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.

29 questions
Filter by
Sorted by
Tagged with
566 views

• 2,377
285 views

• 259
504 views

### How to formulate the inequality constraint $\sqrt{x^2+y^2} \leq z$ using gurobipy?

How to formulate the following constraint using gurobipy $$\sqrt{x^2 + y^2} \le z$$ where $x, y, z$ are continuous optimization variables? I saw how to formulate it using CVXPY: ...
225 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 ...
162 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 ...
• 41
65 views

### 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: $$\small\min_{A,B,C} \| Y_A - AX_A \|_F + \| Y_B - BX_B \|_F + \| Y_C - CX_C \|_F + \lambda_1 \|B - A^2\|_F + \lambda_2 \|C - A^4\|_F$$ ...
329 views

### Express equality constraint involving exponentials cones

The exponential cone is define such that $(x, y, z) \in \text{ExpCone: if } y \exp(x / y) \leq z \land y > 0.$ The inequality $\exp(a) \leq b$ can be expressed as $[a, 1, b] \in \text{ExpCone}$. ...
• 4,037
253 views

### DCP representation of a convex quotient of affine functions

I am trying to represent the following inequality: $$\frac{x}{1-x} \leq y \qquad\mathrm{with}\qquad 0<x<1$$ The function on the left is convex (its second derivative is always positive over ...
• 998
460 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 ...
• 39
345 views

• 121
1 vote
686 views

• 37
1 vote
76 views

### 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 ...
• 111
In this problem, $\beta_u$, $w_{u,c}$ (a vector of complex elements), $x_u$ are optimization variables. Now, \$||2\sqrt{\frac{\pi_u}{2}}\beta_u; h_{u,c}^{\rm H}w_{u,c}-\frac{1}{2\pi_u}x_u-1||_2\le h_{u,...