scipy,convex-optimization,convex,quadratic-programming

This is a problem in Quadratic Programming. Python - CVXOPT Matlab - quadprog ...

You've missed the important part of the example: sol = solvers.socp(c, Gq = G, hq = h) From the documentation for cone programming: The argument Gq is a list of M dense or sparse matrices G_1, ..., G_M. The argument hq is a list of M dense single-column matrices h_1,...

matlab,optimization,convex-optimization,cvxopt,cvx

The objective in your MATLAB code is outputting a vector, not a number (scalar). Change it to: (1/m * sum( log(1+ exp(-b.* (A * x)) ) ) ) And it will return a single number....