Convex Optimization in Python with CVXPY

Steven Diamond

Stanford University

Thursday, September 04, 2014, 9:00 - 10:30

Room 02-016/18, Georges-Koehler-Allee 101, Freiburg 79110, Germany

CVXPY is a Python-embedded modeling language for convex optimization. This tutorial will cover the basics of CVXPY, show how to combine it with high-level Python features like parallelism and object-oriented design, and use it in applications including distributed and nonconvex optimization.

Steven Diamond is the principal developer of CVXPY. He is a student in Stephen Boyd’s group at Stanford. His research focuses on domain specific languages for convex optimization.