CVXPY is a domain-specific language for convex optimization embedded in Python. It allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the ...

前回はcvxpyの使い方をざっとまとめた。 今回はもう少し具体的な例を使って、『最小二乗法を使った線形回帰（重回帰分析）』を行ってみる。 【例題】：ハンドボール投げの飛距離 「握力(power)・身長(height)・体重(weight)」と「ハンドボール投げの飛距離 ...

Abstract: We introduce CVXPYgen, a tool for generating custom C code, suitable for embedded applications, that solves a parameterized class of convex optimization problems. CVXPYgen is based on CVXPY, ...

import numpy as np import cvxpy S = np.array([[0.04, 0.006, -0.004, 0],[0.006, 0.01, 0., 0.],[-0.004, 0., 0.0025, 0.],[0., 0., 0., 0.]]) p = np.array([0.12, 0.1, 0.07 ...

I have the following problem, I need to use CBC solver for my optimization problem and from some business reasons I cannot use regular cvxpy and CBC installed as 3rd party application. That is why I ...