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 ...
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 ...
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