Expoential cone

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Daying Chen

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Feb 24, 2021, 4:24:47 PM2/24/21
to CVXOPT
I have posted a problem on computational science stackexchange. I was adviced to use the specially designed exponential cone as formulated in CVXPY rather than take it as a generic convex function. I am using CVXOPT though. Is there a way to formulate the exponential cone in the CVXOPT setting? 

Thank you in advance for your advice.

Best Regards

Martin

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Feb 24, 2021, 4:30:13 PM2/24/21
to CVXOPT
No, unfortunately not. The conic solvers in CVXOPT (conelp, coneqp) cannot handle exponential cones.
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