Chapter 8

conelp.py

The small linear cone program of section 8.1

coneqp.py

The quadratic cone program of section 8.2

lp.py

The small LP of section 8.3

portfolio.py

The risk-return trade-off of section 8.4

socp.py

The small SOCP of section 8.5

sdp.py

The small SDP of section 8.6

l1.py

The 1-norm approximation example of section 8.7

mcsdp.py

The SDP example of section 8.7 (MAX-CUT problem)

qcl1.py

The quadratically constrained 1-norm minimization example of section 8.7

l1regls.py

The 1-norm regularized least-squares example of section 8.7