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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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Least squares problem run out of memory in CVXPY

I've posted this in the Google Group but hoping for a faster response here. I have a simple least squares problem with a lot of observations. The vector has 200,000 observations but I'd expect cvxpy simply square each element and sum them. import…
swmfg
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CVXPY exponent atom using Mosek

below is a snippet of code from my program. import CVXPY as cp X = cp.Variable(shape=(10,4), boolean = True) y = cp.exp(X[0,1]) objective = cp.Minimize(cp.sum(X)) constraint = [y <= 0] prob = cp.Problem(objective, constraints) result =…
P. Khoza
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CVXPY function to restrict sum of integer variables to be 1 at max in a constraint

I need some way to cap the sum of integer variables to be 1 at max in a python cvxpy optimization task constraint. What i do not want is to force the sum of the variables to be 1, I just need a function to cap the result of sum(x) to be 1 at max to…
Vlad de Elstyr
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How can I solve problems iteratively in CVXPY?

I want to solve a problem, then use that problem's variables in another problem's constraints, solve it, use the second problem's variables in a third problem's constraints, and so on until the distance between the nth and the (n-1)-th variables is…
Anonymous
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Optimization with grouping function

I have an optimization problem with the dat frame as below: Loc Lattitude Longtitude Car Distance 1 34.30 -36.30 A 23 2 36.06 -67.32 B 32 3 41.35 -22.04 C 12 4 30.49 -14.25 A 41 5 …
Grace
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Why is CVXPy or DMCP returning a "NoneType" when simple constraints are added?

I recently ran into an interesting package/paper called dmcp (disciplined multi-convex programming). You can find a link to the repo here and a link to the paper here. I wanted to use this to solve for equilibria in a model I have been studying in…
Dupin
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Solvers in CVXPy seem to be sensitive to initial conditions, imprecise, or incompatible

I've recently implemented a convex program from my research in CVXPy and I'm not reliably getting good answers. By this I mean that when I use: ECOS sometimes I get an answer and other times I get "Unreliable search direction detected, recovering…
Dupin
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cvxpy .solve() with solver OSQP fails with 'maximum iterations reached' error on tutorial code

I'm attempting to use cvxpy. I have installed version 1.1.0a1 into my conda environment using pip and cloned the cvxpy github repository. When trying to run their SVM-example jupyter notebook, prob.solve() throws the following error…
Christina
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How to set Hermitian and positive semidefinite constraints in CVXPY?

I am new to CVXPY due to my recent project. I need to use maximum likelihood method in python. The matrix I want to tune is both hermitian and semidefinite (a density matrix in physics language). But I find that these two constrains cannot appear at…
Benjamin Jiang
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Weights minimization issue with linprog

I am trying to use python (and at present failing) to come to a more efficient solution than Excel Solver provides for an optimization problem. Matrices The problem is the form AB=C -->D Where AB produces C where the absolute value for C-D for each…
jcrick
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CVXPY 1.0.24 in Python 3.+ isn't solving quad problem correctly

I am trying to maximize cx - xAx with A being positive definite, but solution is not what I it should be. Please help I tried the problem using this data A = np.array([[1595., 1098., 1133., 0., 0., 0., 0.], [1191., 1497., 1133., …
Ramta Jogi
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using CVXPY under PyPy3

I'm trying to use CVXPY under pypy3.6-7.1.1. But I'm getting this error def build_lin_op_tree(root_linPy, tmp): """ Breadth-first, pre-order traversal on the Python linOp tree Parameters ------------- …
Sylvain Chassang
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CVXPY gives "AttributeError: 'numpy.bool_' object has no attribute 'variables' " error when I use predefined np array in constraints

I am trying to find an optimal solution on predefined np arrays and I need to use these arrays in constraints. I tried converting those arrays to cvxpy variables but it it says that cvxpy variables do not support assignment. Here is code for…
SUDHANSHU KHORIYA
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CVXPY: objective function to have solution equals to each other

I would like to have CVXPY solve a maximization problem where objective function is a summation over [0,i]. However, I want the same solution for all x[0,i] I tried the code as displayed here but solution to x are not the same. x = Variable(10) g=…
Bryan Lwy
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Defining the set of possible values that a variable can take

In CVXPY, how do I enforce the constraint that the value of a specific variable can take only a specific value from a given set of values? eg: Value of the variable should be one out of the set P = [2, 4, 8, 9]
NandyGirl
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