Multi-Objective Optimization

[Oluwatimilehin Adeosun]

Dear All,

I am currently planning to perform Multi-Objective optimization using CVXPY library.

I want to confirm if  Multi-Objective optimization  is achievable using CVXPY library.

Thank you for your anticipated support

Regards

[Steven Diamond]

Yes, multi-objective optimization is possible in cvxpy. You can read about how to solve multi-objective problems via convex optimization in Stephen Boyd's convex optimization book.