cvxpy
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cvxpy
A Python-embedded modeling language for convex optimization problems.
I would like to implement an [f-divergence](https://en.wikipedia.org/wiki/F-divergence) in cvxpy. How can I do that? Let's say for a fixed function such as f(x) = x**2 - 1.
**Is your feature request related to a problem? Please describe.** An important feature when solving mixed integer problems is to be able to suggest a good feasible solution. Some solvers...
In this issue a CVXPY problem is found to be sending `inf` values down to SCS and ECOS, which they cannot handle: https://github.com/cvxgrp/scs/issues/167
Right now, if a solver fails, a user is told to try some other solver, but is not given specific suggestions. I suggest the error messages be changed, so that...
## Description adds a solver-only verbose switch as kwarg. the old behaviour is kept if the user does not provide `solver_verbose` as a kwarg. Issue link (if applicable): https://github.com/cvxpy/cvxpy/issues/2353 ##...
is it possible to set verbose=False for cvxpy only, and verbose=True for the solvers? I am using cplex as my solver and it seems the switch should be added to...
```py import cvxpy as cp import numpy as np # Given input values A = np.array([1, 3, 4, 6, 7, 9, 11, 12, 13, 13, 10, 12]) D = np.array([6,...
## Description Implementing @rileyjmurray's suggestion from #2282 that we should error when someone attempts inplace mutation of a CVXPY expression. This is a breaking change for the following code: ```python...
**Describe the bug** Running `pip install cvxpy` fails when using Python 3.12 **To Reproduce** ``` conda create -n py312-cvxpy python=3.12 conda activate py312-cvxpy pip install cvxpy ``` **Output** **Version** -...
Hello, I am currently working on a model that involves the following constraint: $$ -\sum_i \log \Phi \left(\frac{b_i - \mu_i^Tx}{\Vert \Sigma^{1/2}x\Vert_2}\right) \leq - \log(1-\delta) $$ In this expression, $b$ is...
