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JRCVX

Some convex optimization examples, just upload some previous work, some of the coding (broadcasting, loop, etc) is awful, but I'm too lazy to rewrite these.

For more details about derivation, refer to lovinglavigne.com and contents from EE364A/B.

SDP solver with AHO direction

There's also a home-made SDP solver with AHO direction under jrcvx_sdp. You can see an example by running

python sdp_solver.py

The output looks like

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Some convex optimization examples and a home-made SDP solver

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