CVXPY
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Related Items (86)
Variations and extension of the convex-concave procedure ⋮ Stochastic matrix-free equilibration ⋮ Linear programming with nonparametric penalty programs and iterated thresholding ⋮ Exact approaches for competitive facility location with discrete attractiveness ⋮ Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming ⋮ Robustness verification of quantum classifiers ⋮ Machine learning for fluid flow reconstruction from limited measurements ⋮ Conic optimization via operator splitting and homogeneous self-dual embedding ⋮ Eigen-stratified models ⋮ Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning ⋮ Solving Natural Conic Formulations with Hypatia.jl ⋮ Operator splitting for adaptive radiation therapy with nonlinear health dynamics ⋮ Unnamed Item ⋮ Dynamic portfolio optimization across hidden market regimes ⋮ Convexification with Bounded Gap for Randomly Projected Quadratic Optimization ⋮ Bounds-constrained polynomial approximation using the Bernstein basis ⋮ Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems ⋮ Efficient Allocations in Double Auction Markets ⋮ Revisit to functional data analysis of sleeping energy expenditure ⋮ MathOptInterface: A Data Structure for Mathematical Optimization Problems ⋮ Predictive online convex optimization ⋮ Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks ⋮ SUSPECT: MINLP special structure detector for Pyomo ⋮ Inverse optimization in semi-infinite linear programs ⋮ On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution ⋮ Fully-discrete analysis of high-order spatial discretizations with optimal explicit Runge-Kutta methods ⋮ Online Mixed-Integer Optimization in Milliseconds ⋮ Matrix-Free Convex Optimization Modeling ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Outer approximation with conic certificates for mixed-integer convex problems ⋮ Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization ⋮ Enhancing phenomenological yield functions with data: challenges and opportunities ⋮ Bregman three-operator splitting methods ⋮ Optimal recovery from inaccurate data in Hilbert spaces: regularize, but what of the parameter? ⋮ Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines ⋮ Optimal estimation of Gaussian mixtures via denoised method of moments ⋮ Geometry of Graph Partitions via Optimal Transport ⋮ An Introduction to Compressed Sensing ⋮ Dynamic Energy Management ⋮ Disciplined quasiconvex programming ⋮ A steepest descent method for set optimization problems with set-valued mappings of finite cardinality ⋮ Anderson Accelerated Douglas--Rachford Splitting ⋮ A general system for heuristic minimization of convex functions over non-convex sets ⋮ FANOK: Knockoffs in Linear Time ⋮ Robust optimization of schedules affected by uncertain events ⋮ Relational linear programming ⋮ Automatic repair of convex optimization problems ⋮ Modulus metrics on networks ⋮ OSQP: An Operator Splitting Solver for Quadratic Programs ⋮ SnapVX: A Network-Based Convex Optimization Solver ⋮ Is a finite intersection of balls covered by a finite union of balls in Euclidean spaces? ⋮ Dynamic portfolio optimization across hidden market regimes ⋮ Single-forward-step projective splitting: exploiting cocoercivity ⋮ Solution refinement at regular points of conic problems ⋮ Tax-aware portfolio construction via convex optimization ⋮ Multi-period portfolio selection with drawdown control ⋮ Mathematical programming formulations for the alternating current optimal power flow problem ⋮ Mathematical programming formulations for the alternating current optimal power flow problem ⋮ Polyhedral approximation in mixed-integer convex optimization ⋮ The voice of optimization ⋮ Adaptive sparse group LASSO in quantile regression ⋮ Network optimization for unified packet and circuit switched networks ⋮ Optimal representative sample weighting ⋮ Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions ⋮ An Iterative Sparse-Group Lasso ⋮ Design and implementation of a modular interior-point solver for linear optimization ⋮ Disciplined geometric programming ⋮ Estimating variances in time series kriging using convex optimization and empirical BLUPs ⋮ Newton polytopes and relative entropy optimization ⋮ Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration ⋮ Convex optimization with an interpolation-based projection and its application to deep learning ⋮ A distributed method for optimal capacity reservation ⋮ Temporal hierarchies with autocorrelation for load forecasting ⋮ A convex optimization approach to radiation treatment planning with dose constraints ⋮ A second-order cone model of transmission planning with alternating and direct current lines ⋮ Unnamed Item ⋮ T-optimal designs for multi-factor polynomial regression models via a semidefinite relaxation method ⋮ Imitation learning of stabilizing policies for nonlinear systems ⋮ System level disturbance reachable sets and their application to tube-based MPC ⋮ Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem ⋮ Python for Probability, Statistics, and Machine Learning ⋮ A generic coordinate descent solver for non-smooth convex optimisation ⋮ Signal Decomposition Using Masked Proximal Operators ⋮ Morphological Perceptrons: Geometry and Training Algorithms ⋮ Computing Large Market Equilibria Using Abstractions
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