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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
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Introduction to Python
Introduction to Python
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Python basics
CVXPY
Data structures
Python namespaces
NumPy
Plotting
