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Using proxsuite within CVXPY

  • Thread starter Thread starter user25768957
  • Start date Start date
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user25768957

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I have just installed "proxsuite" package for optimization purposes. In the main page of the package, it is stated that this is already incorporated in CVXPY. However, I am not able to call this algorithm. It has to be noted that the code is working with other algorithms such as GLPK.

Does anyone knows how to proceed?

Below the code:

import proxsuite self.prob.solve(verbose = True, solver = 'PROXSUITE')

import proxsuite self.prob.solve(verbose = True, solver = 'proxsuite')

(prob being the objective function)
<p>I have just installed "proxsuite" package for optimization purposes. In the main page of the package, it is stated that this is already incorporated in CVXPY. However, I am not able to call this algorithm. It has to be noted that the code is working with other algorithms such as GLPK.</p>
<p>Does anyone knows how to proceed?</p>
<p>Below the code:</p>
<p>import proxsuite
self.prob.solve(verbose = True, solver = 'PROXSUITE')</p>
<p>import proxsuite
self.prob.solve(verbose = True, solver = 'proxsuite')</p>
<p>(prob being the objective function)</p>
 

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