Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 5527

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

1 vote
0 answers
410 views

Minimum trade size in CVXPY

A minimal example below (I'm using u instead of z). import cvxpy as cp import numpy as np x = np.random.normal(0., 1., size=(100, 1)) u = cp.Variable((100, 1)) S = np.random.rand(100, 100) S = np.dot( …
stevew's user avatar
  • 119