The CVX Users’ Guide
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.
constrained to take on integral values. In other words, if the integer constraints are removed, the result is a standard DCP. Unlike a true DCP, a mixed integer problem is not convex. Finding the global optimum requires the combi-nation of a traditional convex optimization algorithm with an exhaustive search such as a branch-and-bound algorithm.
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