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 construct this constraint. For example, M
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 addressed either by increasing the number of iterations in ARPACK, or by increasing the tolerance. CVXPY