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.

To specify an optimization problem one first defines the optimization variables (see section 9.1), and then defines 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).



Subsections