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  • CVXPY tutorial

Overview

  • Convex optimization overview
  • Introduction to Python
    • Python basics
    • CVXPY
    • Data structures
    • Python namespaces
    • NumPy
    • Plotting
  • Introduction
    • Support vector machine classifier with \(\ell_1\)-regularization
    • Control
    • Total variation in-painting

Constructive Convex Analysis

  • Constructive convex analysis
  • DCP exercises
    • DCP analysis in CVXPY
    • Trade off curves
  • Applications
    • Huber regression
    • Model fitting
    • Optimal advertising
    • Portfolio optimization
    • Quantile regression
    • Worst-case risk analysis

Advanced Topics

  • Advanced features
    • Slides

Exercises

  • Exercises
    • Risk budget allocation.
    • Portfolio Rebalancing
    • Portfolio optimization using multiple risk models
    • Simple portfolio optimization
    • Energy storage trade-offs
    • Flux balance analysis in systems biology
    • Optimal vehicle speed scheduling
    • DCP analysis
    • LASSO
    • Hello, world!
    • A toy mixed-norm regression problem

Conclusions

  • Conclusions

Appendix

  • Local execution
  • Repository
  • Suggest edit
  • Open issue
  • .md

Introduction

Introduction#

  • Support vector machine classifier with \(\ell_1\)-regularization
  • Control
  • Total variation in-painting
  • Color Images

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Support vector machine classifier with \(\ell_1\)-regularization

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