cvxpy, cvxopt and convex optimization

cvxpy module is a nice wrapper around cvxopt that follows paradigm of a disciplined convex programming.
Its a bit slower, but has a very similar syntax as cvx toolbox for Matlab (cvx in Matlab is great!).
Here are some notes:
In cvxpy max() function accepts only one arguement while in cvxopt it behaves differently depending on either there is a variable passed among arguements. Use numpy.maximum() function in cvxpy to do element wise maximum of two vectors.

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