CVXPY

swMATH13968MaRDI QIDQ25877FDOQ25877

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Described by source

• CVXPY: a Python-embedded modeling language for convex optimization

Cited In (86)

• Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines
• SUSPECT: MINLP special structure detector for Pyomo
• Convex optimization with an interpolation-based projection and its application to deep learning
• Polyhedral approximation in mixed-integer convex optimization
• Fully-discrete analysis of high-order spatial discretizations with optimal explicit Runge-Kutta methods
• Robustness verification of quantum classifiers
• Optimal estimation of Gaussian mixtures via denoised method of moments
• Bregman three-operator splitting methods
• A generic coordinate descent solver for non-smooth convex optimisation
• A general system for heuristic minimization of convex functions over non-convex sets
• Stochastic matrix-free equilibration
• Variations and extension of the convex-concave procedure
• Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
• Anderson Accelerated Douglas--Rachford Splitting
• Dynamic portfolio optimization across hidden market regimes
• Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization
• A distributed method for optimal capacity reservation
• Machine learning for fluid flow reconstruction from limited measurements
• Eigen-stratified models
• Is a finite intersection of balls covered by a finite union of balls in Euclidean spaces?
• Modulus metrics on networks
• Disciplined geometric programming
• Network optimization for unified packet and circuit switched networks
• Inverse optimization in semi-infinite linear programs
• Single-forward-step projective splitting: exploiting cocoercivity
• Tax-aware portfolio construction via convex optimization
• On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
• Online Mixed-Integer Optimization in Milliseconds
• Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning
• Predictive online convex optimization
• Disciplined quasiconvex programming
• Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions
• Temporal hierarchies with autocorrelation for load forecasting
• Operator splitting for adaptive radiation therapy with nonlinear health dynamics
• Solving Natural Conic Formulations with Hypatia.jl
• A second-order cone model of transmission planning with alternating and direct current lines
• A convex optimization approach to radiation treatment planning with dose constraints
• Multi-period portfolio selection with drawdown control
• Matrix-Free Convex Optimization Modeling
• Solution refinement at regular points of conic problems
• MathOptInterface: A Data Structure for Mathematical Optimization Problems
• OSQP: An Operator Splitting Solver for Quadratic Programs
• Bounds-constrained polynomial approximation using the Bernstein basis
• Adaptive sparse group LASSO in quantile regression
• The voice of optimization
• SnapVX: A Network-Based Convex Optimization Solver
• Title not available (Why is that?)
• Exact approaches for competitive facility location with discrete attractiveness
• Conic optimization via operator splitting and homogeneous self-dual embedding
• Newton polytopes and relative entropy optimization
• Estimating variances in time series kriging using convex optimization and empirical BLUPs
• FANOK: Knockoffs in Linear Time
• An Iterative Sparse-Group Lasso
• Mathematical programming formulations for the alternating current optimal power flow problem
• Mathematical programming formulations for the alternating current optimal power flow problem
• Robust optimization of schedules affected by uncertain events
• Outer approximation with conic certificates for mixed-integer convex problems
• Relational linear programming
• Morphological Perceptrons: Geometry and Training Algorithms
• Title not available (Why is that?)
• Design and implementation of a modular interior-point solver for linear optimization
• Optimal representative sample weighting
• Efficient Allocations in Double Auction Markets
• Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration
• Imitation learning of stabilizing policies for nonlinear systems
• System level disturbance reachable sets and their application to tube-based MPC
• Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems
• T-optimal designs for multi-factor polynomial regression models via a semidefinite relaxation method
• A steepest descent method for set optimization problems with set-valued mappings of finite cardinality
• Dynamic Energy Management
• Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem
• Signal Decomposition Using Masked Proximal Operators
• Automatic repair of convex optimization problems
• Linear programming with nonparametric penalty programs and iterated thresholding
• Python for Probability, Statistics, and Machine Learning
• Computing Large Market Equilibria Using Abstractions
• Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming
• Dynamic portfolio optimization across hidden market regimes
• Geometry of Graph Partitions via Optimal Transport
• Revisit to functional data analysis of sleeping energy expenditure
• Enhancing phenomenological yield functions with data: challenges and opportunities
• An Introduction to Compressed Sensing
• Optimal recovery from inaccurate data in Hilbert spaces: regularize, but what of the parameter?
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convexification with Bounded Gap for Randomly Projected Quadratic Optimization

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