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Questions tagged [cvxpy]

CVXPY is a Python-embedded modeling language for convex optimization problems inspired by the MATLAB package CVX.

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Piecewise Linear Functions in CVXPY

I have a convex optimization problem with separable, convex, piecewise linear functions f_i(var_i) each defined by a list of points [(values, costs)] and a couple other terms that are also convex. I'm trying to figure out how two build those…
rhaskett
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Failed building wheel for qdldl (when installing cvxpy)

Independent whether I install using pip or from source, whether I use python2 or python3 I can't install cvxpy. I've tried now over four hours and I still fail. The github pages of cvxpy or qdldl wouldn't give me any solution. I installed the…
Marc
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cvxpy DCPError: Problem does not follow DCP rules

I am trying to create a modified implementation of fused lasso in cvxpy to solve an optimization problem. The following code gives me an error of: DCPError: Problem does not follow DCP rules. Specifically: The objective is not DCP. Its following…
nafizh
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QP Receding Horizon Path Planning Problem

I am working on the following QP Receding Horizon Path Planning Problem: Problem statement At each time step, a point (simulating a robot) computes its Voronoi Cell (VC) with respect to the others, plans a path within the VC, then executes the first…
Pepe
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Incorporate product of main and auxiliary variables in objective function

This is a follow-up question to a previous post. The problem I'm trying to solve is to find the largest combination of cells at the intersection of company and category with an average above a certain threshold. Additionally, if I include 3…
matsuo_basho
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Problem of installation of CVXPY on MS Windows

I am trying to install CVXPY on windows. I had installed Anaconda. I am following https://www.cvxpy.org/install/index.html 'conda' part Steps I~III look fine. However, when doing conda install pytest and pytest cvxpy/tests error pops up run in…
Denny
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How to deal with the error when using Gurobi with cvxpy ：Unable to retrieve attribute 'BarIterCount'

How to deal with the error when using Gurobi with cvxpy ：AttributeError: Unable to retrieve attribute 'BarIterCount'. I have an Integer programming problem, using cvxpy and set gurobi as a solver. When the number of variables is small, the result is…
Allen Guo
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How to construct a SOCP problem and solve using cvxpy and cvxpylayers

I'm trying to solve a SOCP problem using cvxpy and integrating it to cvxpylayers. I'm looking at this SOCP problem (problem 11) (here is the scihub link in case you can't access), and here is a snippet of the problem (note min (p-t) comes from an…
ben
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In CVXPY, How to create an OR constraint like x == 1 OR x == 2?

In CVXPY, How to constract an 'OR' constraint like this ? The constraint I am looking for is that x can be 1 or 2. The optimizer minimizes x and obtains the optimal x = 1. For example, [x == 1 or x == 2] is invalid, and [x == 1, x == 2] means x == 1…
Tom
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Intersection between two tetrahedra

I hope to be as clear as possible. I'm trying to implement a function that, given two tetrahedra, checks if they intersect with each other. I am working with python and the only library I am using is NumPy. To describe a tetrahedron I use its 4…
gmarco97
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Does Julia's column-major order have any impact while calling CVXPY through PyCall?

I'm using CVXPY through Julia, a language where multidimentional arrays are stored in memory using column-major order. However CVXPY is written in Python and accepts Numpy style arrays (which are row-major by default) to be used as constants. I want…
fire-bee
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I'm unable to install the CVXPY package for Python 3.6 in a virtual environment

I am trying to install the CVXPY package on a virtual environment for Python 3.6, on Linux Ubuntu 16.04. I started by creating a virtual environment: python3.6 -m venv tutorial-env I then followed the instructions here, and installed the following…
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How do I fix error installing Python package cvxpy

I'm using Windows 10 and Anaconda and trying to install the Python package 'cvxpy' using the command prompt. I keep getting the same error message. I tried installing the package using conda, re-installing Anaconda and trying checking/unchecking the…
cona
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How to check if cvxpy's solve() is successful?

This my first time trying to use cvxpy. I have 2 very simple constrains: x = cp.Variable((5, 5)) constrains = [cp.sum(x) == 1.0, 0 <= x] The solution worked most of time, satisfying both constrains. But sometimes the solution only satisfied the…
zhihao_li
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Cubic and non convex optimisation problems in portfolio optimisation

I have the following cost function for portfolio allocation, which considers also the skweness, w are the weights to be found, mu is the return vector, Sigma is the covariance matrix, K is the co-skewness matrix, gamma is the risk aversion (let's…
Luigi87
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