Convex Optimization

Routines for optimization.

Classes

_SharedProjQCQP(A0, s0, c0, A1, A2, s1, Plist)	Represents a quadratically constrained quadratic program (QCQP).
SparseSharedProjQCQP(A0, s0, c0, A1, A2, s1, ...)	Sparse QCQP with projector-structured and optional general quadratic constraints.
DenseSharedProjQCQP(A0, s0, c0, A1, s1, Plist)	Dense QCQP with projector-structured constraints.
BFGS(*params)	Subclass of Optimizer, inherits its behavior.
Alt_Newton_GD(*params)	Subclass of Optimizer, inherits its behavior.
OptimizationHyperparameters([opttol, ...])	Hyperparameters for optimization algorithms.
GCDHyperparameters([max_proj_cstrt_num, ...])	Hyperparameters for GCD algorithm.

Class Inheritance Diagram