CVXPY is an open-source Python-embedded modeling language for convex optimization problems. It lets you express your problem in a natural way that follows the math, rather than in the restrictive standard form required by solvers.
CVXPY will be a participating sub-organization in NumFOCUS's application for Google Summer of Code 2022. For more information about this application see:
Short description:
MathOptAI.jl is a package for embedding trained machine learning predictors into JuMP models. The field is moving fast, and many new models and formulations are being proposed. The goal of this project is to add support for new predictors to MathOptAI.jl so that it remains state-of-the-art.
The contributor will
- Knowledge of mathematical optimization, in particular optimality conditions
- Basic knowledge of Python and CVXPY
- Basic knowledge of NLP solvers such as IPOPT
- Some knowledge of canonicalization in DNLP can be helpful.
- 350 hours (Large)
- William Zhang
- Daniel Cederberg
- Parth Nobel