Chapter 9
Modeling (cvxopt.modeling)

The module cvxopt.modeling can be used to specify and solve optimization problems with convex piecewise-linear objective and constraint functions. Using this modeling tool, one can specify an optimization problem by first defining the optimization variables (see section 9.1), and then specifying the objective and constraint functions using linear operations (vector addition and subtraction, matrix-vector multiplication, indexing and slicing) and nested evaluations of max(), min(), abs() and sum() (see section 9.2).

A more general Python modeling package is CVXMOD.

 9.1 Variables
 9.2 Functions
 9.3 Constraints
 9.4 Optimization Problems
 9.5 Examples