Learning Notes - Convex Optimization in Python with CVXPY

Key Notes
Convex Optimization problem

• Decision variable to solve
• Objective Function
• Inequality Functions
• Linear equality constraints
• All functions are convex
• Convexity - Positive curvature, curve upwards like parabola

Useful in below fields

• Applies in various fields
• All ML algos based on Convex Optimization
• SpaceX landing Convex Optimization

How to Solve ?

• Using Solvers for particular form of problem
• Linear program, quadratic problem, second order con program

Convexity Verification

• Using Disciplined convex programming
• Determine curvature of every node in expression tree

cvxpy

• Developed in python
• Modelling framework
• Parameter assignment
• Simulation visualization
• Energy Management (Load Demand, Battery Charge / Discharge / Price margin / Load)

Keep Thinking!!!