3 ms·
cvxpy is only for linear programming (LP), but does not support mixed-integer programming (MIP), so you can only use it for some problems. Also, I think cvxpy
by leethargo 7y ago
cvxpy is only for linear programming (LP), but does not support mixed-integer programming (MIP), so you can only use it for some problems.
Also, I think cvxpy might implement an interior point method, not a simplex method, so you don't get a "vertex solution", which often has some nice sparsity attributes.