convex-optimization-solver

# Convex Optimization Solver ## Purpose Provides capabilities for formulating and solving convex optimization problems efficiently and reliably. ## Capabilities - Linear programming (LP) - Quadratic programming (QP) - Second-order cone programming (SOCP) - Semidefinite programming (SDP) - Conic optimization - Duality analysis ## Usage Guidelines 1. **Convexity Verification**: Confirm problem convexity 2. **Formulation**: Express problem in standard conic form 3. **Solver Selection**: Choose solver based on problem structure 4. **Duality**: Extract dual variables for sensitivity analysis ## Tools/Libraries - CVXPY - Gurobi - MOSEK - SCS - ECOS