Tutorial examples

Short examples that illustrate basic features of CVXOPT.

Book examples

Examples from the book Convex Optimization by Boyd and Vandenberghe.

Custom interior-point solvers

Examples from the book chapter Interior-point methods for large-scale cone programming (pdf) by M. S. Andersen, J. Dahl, Z. Liu, L. Vandenberghe; in: S. Sra, S. Nowozin, S. J. Wright (Editors) Optimization for Machine Learning, MIT Press, 2011.

The code for nuclear norm approximation can be found here.

Utility functions

Useful Python scripts that are not included in the distribution.

  • Generating random sparse matrices (sprandmtrx.py)

  • Reading and writing Matlab mat-files (matfile.py; Python 2.7 only)

Other examples