Convex optimization software

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    The process of software optimization involves a proactive approach to ensuring your organization has the optimal amount of licenses.
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CVXOPT is a free software package for convex optimization based on the Python programming language. It can be used with the interactive Python interpreter, on the command line by executing Python scripts, or integrated in other software via Python extension modules.

Software

  • GeNIOS for composite convex optimization
  • sketchySGD for stochastic optimization
  • PROMISE for faster stochastic optimization when the objective is convex

Categories

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Convex optimization techniques
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