Remove unused variables

ceml/optim/cvx.py

@@ -349,15 +349,12 @@ def solve_aux(self, xcf, tao, x_orig):
 
             # Variables
             x = cp.Variable(self.dim)
-            beta = cp.Variable(self.dim)
             s = cp.Variable(len(self.A0s))
 
             # Constants
             s_z = np.zeros(len(self.A0s))
             s_c = np.ones(len(self.A0s))
-            z = np.zeros(self.dim)
             c = np.ones(self.dim)
-            I = np.eye(self.dim)
 
             # Build constraints
             constraints = []
@@ -386,12 +383,6 @@ def solve_aux(self, xcf, tao, x_orig):
 
                     constraints += [A @ x == a]
 
-            # If necessary, construct the weight matrix for the weighted Manhattan distance
-            Upsilon = None
-            if self.mad is not None:
-                alpha = 1. / self.mad
-                Upsilon = np.diag(alpha)
-
             # Build the final program
             f = None
             if self.mad is not None:    # TODO: Right now, mad != 1 is not supported.