What is CVX in Matlab?
CVX: a Matlab-based convex modeling framework CVX is a popular modeling framework for disciplined convex programming that CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax.
What is CVX toolbox?
CVX is a Matlab-based modeling system for convex optimization. CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax.
What is CVX solver?
CVX is a modeling system for constructing and solving disciplined convex programs (DCPs). CVX supports a number of standard problem types, including linear and quadratic programs (LPs/QPs), second-order cone programs (SOCPs), and semidefinite programs (SDPs).
How do I download CVX in Matlab?
Installation
- Retrieve the latest version of CVX from the web site.
- Unpack the file anywhere you like; a directory called cvx will be created.
- Start Matlab.
- Change directories to the top of the CVX distribution, and run the cvx_setup command.
How is CVX used in disciplined convex programming?
In this mode, CVX allows GPs to be constructed in their native, nonconvex form, transforms them automatically to a solvable convex form, and translates the numerical results back to the original problem. Version 2.0 of CVX brings support for mixed integer disciplined convex programming (MIDCP).
How does CVX turn MATLAB into a modeling language?
CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax. For example, consider the following convex optimization model: minimize ‖ A x − b ‖ 2 subject to C x = d ‖ x ‖ ∞ ≤ e The following code segment generates and solves a random instance of this model:
What are the functions in the CVX library?
The base cvxfunction library includes a variety of convex, concave, and affine func- tions which accept cvx variables or expressions as arguments. Many are common Matlab functions such as sum, trace, diag, sqrt, max, and min, re-implemented as needed to support cvx; others are new functions not found in Matlab.
Where can I find more information about CVX?
More information about CVX can be found in the CVX Users’ Guide, which can be found online in a searchable format, or downloaded as a PDF. The CVX package includes a growing library of examples to help get you started, including examples from the book Convex Optimization and from a variety of applications.