Convex Optimisation HW3

This is the repo for the HW3 of the Convex Optimisation course of the MVA master.

It contains a theoritical part and a practical one. Both will be in the final notebook.

Reproducing the results

Environment

You can recreate the exact same conda environment from the lock files in the lock_files folder :

conda create -n <YOURENV> --file lock_files/conda-<OS>.lock

conda activate <YOURENV>

The main packages are numpy, cvxpy and plotting libraries.

If the lock file doesn't work, you can install the package with

conda create -n <YOURENV> --file lock_files/environment.yml

But the version might be different.

Script

To reproduce the results presented in the final notebook, you can run the final.py file:

    python final.py

It also contains the two requested functions:

    from final import centering_step, barr_method

You can also look at the final.ipynb notebook, that is the notebook form of the previous file. The results can thus be run interactively.

Finally, report.ipynb is the same as final.ipynb but reordered, so it won't run by default (the cell ordering is wrong).

Plots

If you want to go further, you can look at the test.ipynb notebook that uses the package developed in src. This is the notebook that produced the plots shown in the report.

The plot are generated in the first section, but other experiments are run in this notebook.

Package

The package developed is in the src folder.

Report

You can find the pdf report that I sent in pdfs/FinalReport.pdf.

gwatkinson/ConvexOptimisationHW3