Examples

These examples show many different ways to use CVXPY. The Basic Examples section shows how to solve some common optimization problems in CVXPY. The Advanced Examples and Advanced Applications sections contains more complex examples aimed at experts in convex optimization.

Basic Examples

• Total variation in-painting
• Control
• SVM classifier with regularization
• Portfolio optimization
• Worst-case risk analysis
• Optimal advertising
• Huber regression
• Quantile regression
• Model fitting

Advanced Examples

• Object-oriented convex optimization
• Consensus optimization
• Method of multipliers

Advanced Applications

• Allocating interdiction effort to catch a smuggler
• Antenna array design
• Channel capacity
• Computing a sparse solution of a set of linear inequalities
• Entropy maximization
• Fault detection
• Filter design
• Fitting censored data
• L1 trend filtering
• Nonnegative matrix factorization
• Optimal parade route
• Optimal power and bandwidth allocation in a Gaussian broadcast channel
• Power assignment in a wireless communication system
• Predicting NBA game wins
• Robust Kalman filtering for vehicle tracking
• Sizing of clock meshes
• Sparse covariance estimation for Gaussian variables
• Water filling