-
An all-too-often ignored side of optimization is the initialization; there is a lot of research out there suggesting that for both convex (and even more so for non-convex) optimization problems, a lar…
cicdw updated
7 years ago
-
We frame this problem as the return maximization problem
$$
\max_w \left(\min_{\mu\in U_{\mu}} \left(w^{T}\mu \right) - \frac{\lambda}{2}w^{T}\Sigma w\right) \text{ subject to }\ Mw = \begin{b…
-
How do we construct such functions? (references)
-
**Name : Maryam Gbemisola
Project Name : [CVXPY](https://www.cvxpy.org/)
Project Link : https://github.com/cvxpy**
## About CVXPY
**CVXPY** is an open source [Python-embedded](https://www.pytho…
-
Per p. 23 of [DOMAIN-DRIVEN SOLVER (DDS) VERSION 2.0:
A MATLAB-BASED SOFTWARE PACKAGE FOR CONVEX OPTIMIZATION
PROBLEMS IN DOMAIN-DRIVEN FORM., MEHDI KARIMI AND LEVENT TUNCEL ](https://arxiv.org/pdf…
-
Hello,
I am working on a project where I am trying to interface Julia and C++ code (i.e., embedding Julia code in C++). For reference, I am using a package structure similar to: [libcg/CG](https://…
-
## Context
MRI systems need to produce a homogeneous magnetic field, otherwise the images may present artifacts/intensity variations.
The reasons for the magnetic field inhomogeneities include:
…
-
Hi,
Currently, I am trying to solve a consensus-finding problem among a set of bi-level optimization problems (implemented via https://github.com/joaquimg/BilevelJuMP.jl). For this, the use of the D…
-
**Feature description.**
In cases where the optimization is convex, use a convex programming interface such as CVXPy or GPKit instead of the current scipy.optimize.minimize SLSQP solver. This can spe…
-
* In the paper, Figure 6, the only difference between (c) and (d) is that (d) is much more flat than (c), and the test error of (d) is smaller than (c),
so if a loss surface, which we use Filter-W…