Chapter 10
Modeling (cvxopt.modeling)

The module cvxopt.modeling can be used to specify and solve optimization problems with convex piecewise-linear objective and constraint functions.

To specify an optimization problem one first defines the optimization variables (see section 10.1), and then defines the objective and constraint functions using linear operations (vector addition and subtraction, matrix-vector multiplication, indexing and slicing) and nested evaluations of max(), min(), abs() and sum() (see section 10.2).

 10.1 Variables
 10.2 Functions
 10.3 Constraints
 10.4 Optimization Problems
 10.5 Examples