Convex Optimisation MVA course - Assignment

This repository contains the coding files of the third assignment in the MVA Convex Optimisation course.

Usage

To reproduce the results displayed in the report, please start by cloning the repository locally:

git clone https://github.com/bglbrt/CVXOPTQP.git

Then, install the required libraries:

pip install -r requirements.txt

To test the QP solver method against an open-source solver on randomly generated QP programs, run the dedicated testing file with:

python testing.py

To obtain convergence plots for randomly generated LASSO dual optimisation problems, run the dedicated plotting file with:

python plotting.py

Required libraries

The files present on this repository require the following libraries (also listed in requirements.txt):

• NumPy
• matplotlib
• qpsolvers