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Two examples of CVXMOD in action appear below. Solving an analytic centering problem
from cvxmod import * from cvxmod.atoms import log A = randn(50, 8) b = rand(50, 1) x = optvar('x', 8) p = problem(maximize(sum(log(b - A*x)))) p.solve() print value(min(b - A*x)) printval(x) Solving a constrained norm minimization problem
from cvxmod import * from cvxmod.atoms import norm1 from cvxmod.sets import probsimp A = randn(10, 5) b = randn(10, 1) x = optvar('x', 5) p = problem(minimize(norm1(A*x - b)), [x >= -0.5]) p.constr.append(x |In| probsimp(5)) p.solve() print "Optimal problem value is %.4f." % p.value printval(x) |