CVXOPT User’s Guide
Joachim Dahl & Lieven Vandenberghe
Release 0.9.3 – February 24, 2008
Copyright and License
1
Introduction
2
Dense Matrices (
cvxopt.base
)
2.1
Creating Matrices
2.2
Attributes and Methods
2.3
Arithmetic Operations
2.4
Indexing and Slicing
2.5
Built-in Functions
2.6
Other Matrix Functions
2.7
Randomly Generated Matrices
2.8
The NumPy Array Interface
3
The BLAS Interface (
cvxopt.blas
)
3.1
Matrix Classes
3.2
Level 1 BLAS
3.3
Level 2 BLAS
3.4
Level 3 BLAS
4
The LAPACK Interface (
cvxopt.lapack
)
4.1
General Linear Equations
4.2
Positive Definite Linear Equations
4.3
Symmetric and Hermitian Linear Equations
4.4
Triangular Linear Equations
4.5
Least-Squares and Least-Norm Problems
4.6
Symmetric and Hermitian Eigenvalue Decomposition
4.7
Generalized Symmetric Definite Eigenproblems
4.8
Singular Value Decomposition
4.9
Example: Analytic Centering
5
Discrete Transforms (
cvxopt.fftw
)
5.1
Discrete Fourier Transform
5.2
Discrete Cosine Transform
5.3
Discrete Sine Transform
6
Sparse Matrices (
cvxopt.base
)
6.1
Creating Sparse Matrices
6.2
Attributes and Methods
6.3
Arithmetic Operations
6.4
Indexing and Slicing
6.5
Built-In Functions
6.6
Sparse BLAS Functions
7
Sparse Linear Equations
7.1
Matrix Orderings (
cvxopt.amd
)
7.2
General Linear Equations (
cvxopt.umfpack
)
7.3
Positive Definite Linear Equations (
cvxopt.cholmod
)
7.4
Example: Covariance Selection
8
Cone Programming (
cvxopt.solvers
)
8.1
Linear Cone Programs
8.2
Quadratic Cone Programs
8.3
Linear Programming
8.4
Quadratic Programming
8.5
Second-Order Cone Programming
8.6
Semidefinite Programming
8.7
Exploiting Structure
8.8
Optional Solvers
8.9
Algorithm Parameters
9
Nonlinear Convex Optimization (
cvxopt.solvers
)
9.1
General Solver
9.2
Problems with Linear Objectives
9.3
Geometric Programming
9.4
Exploiting Structure
9.5
Algorithm Parameters
10
Modeling (
cvxopt.modeling
)
10.1
Variables
10.2
Functions
10.3
Constraints
10.4
Optimization Problems
10.5
Examples
A
C API
A.1
Dense Matrices
A.2
Sparse Matrices
B
Matrix Formatting (
cvxopt.printing
)