How to Access CVXPY Variables/Parameters After Declaration

Question

I’d like to standardize a few cvxpy problems and use them in many places in my codebase. Here is a cleaned example:

from cvxpy import Variable, Parameter, Problem, Minimize

def problem_builder(n, ...)
    var = Variable(n)
    param = Parameter(n)

    costs = #Some complex convex function of var and param
    return Problem(Minimize(costs), constraints)

prob = problem_builder(4)
prob.var.value = [1,2,3,4]  #???
prob.parameters()[0] = [1,2,3,4]  #Ugly ???

I could create var and param outside the function and then pass them around with the problem but that seems awkward.

Can I access var and param somehow from prob? What are the best practices around using the same cvxpy Problem across multiple modules?

Asked By: rhaskett

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Source

Answer 1

Following sascha’s comments on creating a wrapper class…

from cvxpy import Variable, Parameter, Problem, Minimize

class MyProblem(self, n, ...):
    self._var = Variable(n)
    self.param = Parameter(n)

    costs = #Some complex convex function of var and param
    self._problem = Problem(Minimize(costs), constraints)

    def solve(self):
        self._problem.solve()
        return self._target

problem = MyProblem(4, ...)
for param_value in param_values:
    problem.param.value = param_value
    answer = problem.solve()

This allows for a sweep through the parameter param while standardizing the problem design.

Answered By: rhaskett

Answer 2

You can now access the parameters and variables as a dictionary using:

param = cp.Parameter(name='paramname')
problem.param_dict

and

var = cp.Variable(name='varname')
problem.var_dict

where the parameter/variable names are the keys of the dictionary

Answered By: Josien

How to Access CVXPY Variables/Parameters After Declaration

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