A Library of Examples for CVXPY

CVXPY [DCB14] is a new modeling language for convex optimization that allows users to easily express and solve convex optimization problems using the Python programming language. The package is inspired by CVX [GB14, GB08], a similar project implemented for the MATLAB programming environment. The primary goal of this project was to create a library of example programs for CVXPY. The author aims to provide a useful, aesthetically pleasing collection of examples which demonstrates features of CVXPY and methods of problem translation in the context of a wide range of applications. Also, the process of creating examples was used to test both the general functionality and usability of CVXPY in these application areas. The example programs were developed in IPython Notebook [PG07], a web-based interactive interface to Python. This interface presents the user with an interactive document, composed of formatted text and mathematical expressions (in LTEXformat), mixed with blocks of code, output text, and output plots. The CVXPY project maintainers can export customized HTML and PDF versions of the example notebooks, formatted to match the project website and documentation. The examples were sourced from the CVX project website. They were originally written in the MATLAB language using comment blocks for documentation. The efforts of this project consisted of converting the code for use with CVXPY and reformatting the code and comment blocks using the added functionality of the IPython Notebook format.