Optimizer

• Finds minimum values of functions
• Build parametrized models based on data
• Refine allocations to stocks in portfolios

Using Optimizers

• Provide a function to minimize
• Provide an initial guess
• Call the optimizer and it iteratively searches for coefficients to minnimize the function value

Scipy has some good optimizers, try, SLSQP optimizer.

Identifying Convex Prob