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Thursday 25 January 2018, 14:00-15:00
Object Oriented Convex Optimization with CVXPY
- đ¤ Speaker: Stephen Boyd and Steven Diamond, Stanford University đ Website
- đ Date & Time: Thursday 25 January 2018, 14:00 - 15:00
- đ Venue: Cambridge University Engineering Department, Lecture Room number LR4
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Alberto Padoan
Abstract
CVXPY is a widely used modeling framework in Python for convex optimization. CVXPY translates a problem description, expressed in a structured but flexible domain-specific language, into the standard form expected by a generic solver. In this talk we describe the language, and discuss some features of CVXPY including automatic detection of separable problems, code generation, and warm start capabilities. We give examples that illustrate its expressiveness, and show how it can be used as a building block for larger systems that include optimization as a subroutine.
Series This talk is part of the CUED Control Group Seminars series.
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