Transcription of The CVX Users’ Guide
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The CVX Users GuideRelease C. Grant, Stephen P. BoydCVX Research, 26, 2017 CONTENTS1 is CVX? .. is disciplined convex programming? .. CVX isnot..32 platforms .. a CVX Professional license .. included with CVX ..63 A quick squares .. least squares .. norms and functions .. constraints .. optimal trade-off curve .. 154 The .. functions .. membership .. variables .. and expression holders .. 255 The DCP taxonomy of curvature .. rules .. rules .. in nonlinear compositions .. quadratic forms .. 366 Semidefinite programming mode397 Geometric programming rules .. 428 solvers .. a solver .. screen output .. the results .. precision .. solver settings .. 509 Reference operators .. functions .. functions.
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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