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 ...

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 ...

Abstract: We introduce cvxRiskOpt (convex Risk-based Optimization): a Python package built on top of CVXPY for the rapid prototyping of convex risk-based optimization problems and generating ...

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, ...

Just to highlight there is an excellent comparison on the CVXPY website about the state of play for solvers with bindings in python. There are some extremely powerful open source solvers these days - ...