CVXOPT

swMATH4321MaRDI QIDQ16500FDOQ16500

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Cited In (68)

• Computing large market equilibria using abstractions
• Admissibility in Probabilistic Argumentation
• A Lipschitz Matrix for Parameter Reduction in Computational Science
• PRESAS: Block‐structured preconditioning of iterative solvers within a primal active‐set method for fast model predictive control
• Linear programming with nonparametric penalty programs and iterated thresholding
• A formulation of a matrix sparsity approach for the quantum ordered search algorithm
• Title not available (Why is that?)
• Passive nonlinear dendritic interactions as a computational resource in spiking neural networks
• Optimal transport in full-waveform inversion: analysis and practice of the multidimensional Kantorovich-Rubinstein norm
• A conservative mesh-free scheme and generalized framework for conservation laws
• Signomial and polynomial optimization via relative entropy and partial dualization
• Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices
• Ratio-balanced maximum flows
• Binary classification with ambiguous training data
• On the measurable chromatic number of a space of dimension \(n \leq 24\)
• A scaled gradient projection method for Bayesian learning in dynamical systems
• Conic programming: infeasibility certificates and projective geometry
• A biased random-key genetic algorithm for road congestion minimization
• CVXPY: a Python-embedded modeling language for convex optimization
• Robust generalized eigenvalue classifier with ellipsoidal uncertainty
• Random projections for conic programs
• A theoretical and empirical analysis of support vector machine methods for multiple-instance classification
• Shape optimization with nonsmooth cost functions: from theory to numerics
• Safe autonomy under perception uncertainty using chance-constrained temporal logic
• A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization
• Critical behaviour in charging of electric vehicles
• A linear programming based algorithm to solve a class of optimization problems with a multi-linear objective function and affine constraints
• Incorporation of flexible objectives and time-linked simulation with flux balance analysis
• Detecting and repairing arbitrage in traded option prices
• Covariance selection for nonchordal graphs via chordal embedding
• Matrix-free convex optimization modeling
• Generalized network measures based on modulus of families of walks
• Null space gradient flows for constrained optimization with applications to shape optimization
• An algorithmic exploration of the existence of high-order summation by parts operators with diagonal norm
• Cooperation, conformity, and the coevolutionary problem of trait associations
• On PAC-Bayesian bounds for random forests
• Subordination methods for free deconvolution
• Inexact proximal Newton methods for self-concordant functions
• A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization
• Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion
• Solving Natural Conic Formulations with Hypatia.jl
• Interior-point method for nuclear norm approximation with application to system identification
• PyOpt: a python-based object-oriented framework for nonlinear constrained optimization
• CVXGEN: a code generator for embedded convex optimization
• Constrained sparse Galerkin regression
• Mesh adaptive direct search with second directional derivative-based Hessian update
• Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
• Mesh adaptive direct search with simplicial Hessian update
• Multiple-instance learning from distributions
• Improved statistical models for limited datasets in uncertainty quantification using stochastic collocation
• Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
• Tight bounds on online checkpointing algorithms
• Balancing Traffic Load Using One-Turn Rectilinear Routing
• Selected applications of convex optimization
• Lipschitz regularization for fracture: the Lip-field approach
• Bregman primal-dual first-order method and application to sparse semidefinite programming
• A moving balls approximation method for a class of smooth constrained minimization problems
• A very simple SQCQP method for a class of smooth convex constrained minimization problems with nice convergence results
• Simultaneous nonlinear model predictive control and state estimation
• Efficient evaluation of scaled proximal operators
• Pystruct-learning structured prediction in Python
• Globally solving nonconvex quadratic programming problems with box constraints via integer programming methods
• \texttt{Tenscalc}: a toolbox to generate fast code to solve nonlinear constrained minimizations and compute Nash equilibria
• Thermodynamic implementations of quantum processes
• Logarithmic barriers for sparse matrix cones
• SnapVX: a network-based convex optimization solver
• Numerical methods with Sage
• Critical behavior and universality classes for an algorithmic phase transition in sparse reconstruction

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