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The CVX Users’ Guide

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The CVX Users GuideRelease C. Grant, Stephen P. BoydCVX Research, 26, 2017CONTENTS1 is CVX? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . is disciplined convex programming? . . . . . . . . . . . . . . . . . . . . . . . . . . CVX isnot. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .32 platforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . a CVX Professional license . . . . . . . . . . . . . . . . . . . . . . . . . . . . . included with CVX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .63 A quick squares.

CVX is implemented inMatlab, effectively turning Matlab into an optimization modeling language. Model specifications are constructed using common Matlab operations and functions, and standard Matlab code can be freely mixed with these specifications. This combination makes it …

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