Easy Convex Optimization in Python with CVXPY

Speaker : Maxime Elkael
Télécom SudParis
Date: 08/06/2022
Time: 11:00 am - 12:00 pm
Location: Telecom Paris


Convex Optimization provide a set of fast, practical tools and algorithms which have applications accross many fields, from Machine Learning to Networking or Finance. However, most solvers require their users to have some knowledge of convex optimization to leverage their power. On the other hand, CVXPY is a Python-based modeling framework which enables users to specify their problem with little to no mastery of convex optimization. In this workshop we will:

  • Discover the basic concepts underlying CVXPY,
  • Learn how to formulate problems from machine learning and networking and solve them with CVXPY,
  • Introduce how extensions of CVXPY can be used for non-convex problems.