![]() ![]() Constraints and objectives that are expressed using these rules are automatically transformed to a canonical form and solved. Under this approach, convex functions and sets are built up from a small set of rules from convex analysis, starting from a base library of convex functions and sets. In its default mode, CVX supports a particular approach to convex optimization that we call disciplined convex programming. \)The following code segment generates and solves a random instance of this model: m = 20 n = 10 p = 4 Ĭ = randn(p,n) d = randn(p,1) e = rand For example, consider the following convex optimization model: ![]() CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax. Give it a try!ĬVX is a Matlab-based modeling system for convex optimization. Click here to watch it.ĬVX 3.0 beta: We’ve added some interesting new features for users and system administrators. New: Professor Stephen Boyd recently recorded a video introduction to CVX for Stanford’s convex optimization courses. CVX: Matlab Software for Disciplined Convex Programming ![]()
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