The following pages link to CVXPY (Q25877):
Displaying 50 items.
- OSQP: An Operator Splitting Solver for Quadratic Programs (Q78613) (← links)
- Conic optimization via operator splitting and homogeneous self-dual embedding (Q301735) (← links)
- Robust optimization of schedules affected by uncertain events (Q504821) (← links)
- Relational linear programming (Q511779) (← links)
- Exact approaches for competitive facility location with discrete attractiveness (Q828655) (← links)
- Robustness verification of quantum classifiers (Q832160) (← links)
- Modulus metrics on networks (Q1756971) (← links)
- Polyhedral approximation in mixed-integer convex optimization (Q1800994) (← links)
- Is a finite intersection of balls covered by a finite union of balls in Euclidean spaces? (Q2025288) (← links)
- Single-forward-step projective splitting: exploiting cocoercivity (Q2026768) (← links)
- Tax-aware portfolio construction via convex optimization (Q2031994) (← links)
- The voice of optimization (Q2051238) (← links)
- Adaptive sparse group LASSO in quantile regression (Q2051571) (← links)
- Optimal representative sample weighting (Q2058720) (← links)
- Design and implementation of a modular interior-point solver for linear optimization (Q2062319) (← links)
- Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
- Newton polytopes and relative entropy optimization (Q2067684) (← links)
- Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration (Q2069147) (← links)
- Convex optimization with an interpolation-based projection and its application to deep learning (Q2071365) (← links)
- Imitation learning of stabilizing policies for nonlinear systems (Q2095315) (← links)
- System level disturbance reachable sets and their application to tube-based MPC (Q2095319) (← links)
- Machine learning for fluid flow reconstruction from limited measurements (Q2134510) (← links)
- Eigen-stratified models (Q2138309) (← links)
- Bounds-constrained polynomial approximation using the Bernstein basis (Q2168063) (← links)
- Predictive online convex optimization (Q2173950) (← links)
- SUSPECT: MINLP special structure detector for Pyomo (Q2182769) (← links)
- Inverse optimization in semi-infinite linear programs (Q2183204) (← links)
- Fully-discrete analysis of high-order spatial discretizations with optimal explicit Runge-Kutta methods (Q2189669) (← links)
- Outer approximation with conic certificates for mixed-integer convex problems (Q2195682) (← links)
- Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines (Q2209869) (← links)
- Optimal estimation of Gaussian mixtures via denoised method of moments (Q2215721) (← links)
- Disciplined quasiconvex programming (Q2228357) (← links)
- A steepest descent method for set optimization problems with set-valued mappings of finite cardinality (Q2231334) (← links)
- Automatic repair of convex optimization problems (Q2245690) (← links)
- Solution refinement at regular points of conic problems (Q2282811) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Network optimization for unified packet and circuit switched networks (Q2303527) (← links)
- Disciplined geometric programming (Q2311189) (← links)
- A distributed method for optimal capacity reservation (Q2322374) (← links)
- Temporal hierarchies with autocorrelation for load forecasting (Q2327627) (← links)
- A convex optimization approach to radiation treatment planning with dose constraints (Q2327923) (← links)
- A second-order cone model of transmission planning with alternating and direct current lines (Q2329492) (← links)
- T-optimal designs for multi-factor polynomial regression models via a semidefinite relaxation method (Q2329795) (← links)
- Variations and extension of the convex-concave procedure (Q2358020) (← links)
- Stochastic matrix-free equilibration (Q2359773) (← links)
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147) (← links)
- Enhancing phenomenological yield functions with data: challenges and opportunities (Q2692822) (← links)
- Bregman three-operator splitting methods (Q2696977) (← links)
- Optimal recovery from inaccurate data in Hilbert spaces: regularize, but what of the parameter? (Q2700872) (← links)
