Need some help to solve an Convex Optimization Problem.

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Jiaming

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Apr 13, 2016, 11:53:09 PM4/13/16
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Hi

I need some help/suggestions to solve the following problem. (Constraint Convex-Concave Procedure)


I have already solved it by CVX in Matlab, but it needs commercial license, so not a good option.
So, I'm wondering if CVXOPT in Python could help me to solve it.

Thank you.

Martin

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Apr 19, 2016, 1:52:16 AM4/19/16
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I suggest that you take a look at the Python packages DCCP (https://github.com/cvxgrp/dccp) and CVXPY (cvxpy.org).

Jiaming

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Apr 27, 2016, 4:05:07 AM4/27/16
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Hi Martin,

Thank you for the suggestions.
I end up using cvxpy to solve this problem.
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