I have a sparse matrix operation as part of the optimization constraint. I can implement the program in Matlab cvx, now I am trying to implement a cvxpy version. The problem is following constraint: M is a sparse matrix, with only a few entries are declared variables. I don’t know a decent way to constr…
Tag: cvxpy
CVXPY Quadratic Programming; ArpackNoConvergence error
I’m trying to use the Python package CVXPY to solve a convex quadratic programming problem of the first form here: https://www.cvxpy.org/examples/basic/quadratic_program.html, using the following code However, for certain data, it gives me the error From searching the internet, it seems like this can be…