Stack Overflow
Stack Overflow

Questions tagged [cvxpy]

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

609 questions
2
votes
1 answer

Optimization integer programming with covariance matrix

I am trying to do a optimization problem which requires the calculation of a new covariance matrix affected by the variable within the implementation. I am able to do so with scipy optimization Minimize using numpy.cov within my objective function.…
Wee Darren
  • 21
  • 1
2
votes
1 answer

numpy.bool_' object has no attribute 'parameters'

I have encountered a weird error, reporting AttributeError: 'numpy.bool_' object has no attribute 'parameters' import numpy as np import math import cvxpy as cp def max_peak(power_signal,overall_ld): max_value = overall_ld[0] +…
Xu Siyuan
  • 27
  • 7
2
votes
1 answer

TypeError: tri() missing 1 required positional argument: 'N'

I can't get past the error: > --------------------------------------------------------------------------- TypeError Traceback (most recent call last) in () 7 d_unpair =…
Md. Rezuwan Hassan
  • 59
  • 1
  • 12
2
votes
2 answers

cvxpy is solving to produce empty answer

I am working with the following code: import sys, numpy as np import cvxpy as cvx if __name__ == '__main__': sims = np.random.randint(20, 30, size=500) center = 30 n = [500, 1] # minimize p'*log(p) # subject to # …
Zanam
  • 4,607
  • 13
  • 67
  • 143
2
votes
0 answers

Mixed integer semi-definite programming (MISDP) solvers in Python

It just came to my realization that MOSEK does not support mixed-integer convex programming (MICP) problems when there are semi-definite constraints. Wrapper functions are available in MATLAB (YALMIP) and Julia (Pajarito). I was wondering whether…
mmy_ubc
  • 21
  • 1
2
votes
1 answer

Is there a way to define a skew_symmetric variable in cvxpy?

I want to define a 'skew_symmetric' variable in cvxpy, with real elements. Is there a short way to do this? The package supports defining 'symmetric' variables but not 'skew_symmetric' variables. Thanks.
Arya
  • 23
  • 4
2
votes
1 answer

Stop GLPK from printing log messages when using cvxpy

I don't want my code to print anything to the terminal. Right now, the line I'm running is: prob.solve(cp.GLPK_MI, glpk={'msg_lev': 'GLP_MSG_OFF'}, verbosity=False) And it's displaying the text: Long-step dual simplex will be used I've looked at…
Pro Q
  • 4,391
  • 4
  • 43
  • 92
2
votes
2 answers

CVXPY constraint: variable == 0 OR variable >= min

I am trying to solve a portfolio optimisation problem with the constraint that weights can be either zero or at least min (a Nx1 vector). import cvxpy as cp w = cp.Variable(len(mu)) mins = np.ones(len(mu)) * 0.03 risk = cp.quad_form(w, S) prob =…
lagrange103
  • 169
  • 3
  • 9
2
votes
1 answer

CVXPY returns Infeasible/Inaccurate on Quadratic Programming Optimization Problem

I am trying to use CVXPY to solve a nonnegative least squares problem (with the additional constraint that the sum of entries in the solution vector must equal 1). However, when I run CVXPY on this simple quadratic program using the SCS solver, I…
Frank Liu
  • 31
  • 1
  • 3
2
votes
0 answers

Python - Optimizing a non-convex function that is "convex" when adding constraints

Suppose I have an objective function f(x) that is non-convex (x can be a vector), but once I add constraints it becomes a convex problem. To show what i mean, consider this trivial example: let f(x) = cos(x). Clearly, cos(x) is not convex, but if i…
user788466
  • 121
  • 1
2
votes
1 answer

CVXPY Optimal control of a reentry vehicle

I am trying to determine the optimal control of an Apollo-type vehicle during reentry. For simplicity, it is limited to two dimensions (down range and altitude) and a flat Earth. The control is the amount of lift. The lift direction is perpendicular…
wcottee
  • 21
  • 1
2
votes
0 answers

black box function in CVXPY

Suppose I have a function f(x) which I know to be convex on the domain I am interested in (for example, sin(x) on [0, Pi], but it may be some black box user-defined function). Is there any way to tell this to CVXPY?
Igor Rivin
  • 4,632
  • 2
  • 23
  • 35
2
votes
2 answers

CVXPY Quadratic Programming; ArpackNoConvergence error

I'm trying to use the Python package CVXPY to solve a convex quadratic programming problem of the first form here: https://www.cvxpy.org/examples/basic/quadratic_program.html, using the following code x = np.variable(2 * N) prob =…
Qwertiops
  • 123
  • 5
2
votes
1 answer

ERROR: Could not build wheels for cvxpy which use PEP 517 and cannot be installed directly

I have encountered below issue when installing the CVXPY, I have also downloaded the lasted version of visual studio but seems not working either. > C:\Anaconda3\lib\site-packages\numpy\distutils\system_info.py:1730: > UserWarning: …
Richard
  • 41
  • 1
  • 3
2
votes
0 answers

Numeric issues during ellipsoid fitting using with SCS to perform SDPs?

I've attempted to implement the Calafiore (2002) method of fitting ellipsoids to data using CVXPY as a wrapper to SCS to perform the semi-definite programming. When I run this implementation, I get decent agreement with the first ellipsoid of…
Richard
  • 56,349
  • 34
  • 180
  • 251
1 2 3
…
40 41