/convex_opt

Repository for Convex Optimisation and related things

Primary LanguagePython

convex_opt

This is a library for convex optimisation and related work that I did as part of a Convex Optimisation course. All source code is free for all as always. Please use it if you can. Dependencies for the source are:

  • Python 2.7+/3.5+
  • cvxopt library for Python
  • Virtualenv (optional)

Create a virtual enviroment

virtualenv .convex_opt

Activate the environment

source .convex_opt/bin/activate

Install cvxopt and cvxpy

pip install cvxopt cvxpy

Enjoy :)