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Convex Optimization in Python with CVXPY

Published on Oct 13, 20143004 Views

Steven Diamond

TCMM 2014 - Leuven

Related categories

Machine LearningOptimization MethodsProgramming LanguagesPythonOpen-Source SoftwareMathematics

Chapter list

Convex Optimization in Python with CVXPY00:00
Outline: Convex optimization00:40
Convex optimization problem00:42
Why convex optimization?01:34
How do you solve a convex problem?03:01
Outline: Convex modeling languages05:23
Convex modeling languages05:25
Disciplined convex programming (DCP)06:33
Outline: CVXPY09:50
CVXPY09:52
CVXPY solvers12:20
CVXPY example13:20
Outline: Image in-painting20:51
Image in-painting20:58
Example - 122:13
Example - 223:57
Example - 324:21
Example (80% of pixels removed) - 124:49
Example (80% of pixels removed) - 225:09
Image in-painting CVXPY code25:32
Parameters29:23
Outline: Trade-off curve, in parallel29:25
Parameter syntax30:14
LASSO in CVXPY31:16
For loop style trade-off curve32:31
Trade-off curve for LASSO33:44
Entries of x versus γ: (regularization path)34:36
Performance37:08
Parallel style trade-off curve39:10
Outline: Single commodity flow40:46
Single commodity flow41:16
Matrix representation42:39
Object-oriented representation48:27
Node object48:33
Edge object49:12
Example - 452:47
Shortest path (λ = 0)52:54
Diffusion (λ = +∞)52:57
Diffusion with sparsity (λ = 1)53:30
Outline: Summary54:41
Summary54:49
Future work56:03
Standard (conic) form57:33