How can I write an expression towards this problem's constrain to satisfy the DCP rule of cvxpy? Question: I am trying to create an expression of a constrain in cvxpy to solve an optimization problem. The following image shows the left side of constrain: And t,a is the type of Variable. Therefore, I hope to …
How to perform operations on cvxopt-matrices a la numpy? Question: I am working with cvxopt matrices in order to use them in picos library. In general I want to take a matrix, evaluate it on a certain vector, subtract something, then take the biggest absolute value of its entries import picos as pic import cvxopt …
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 …
