Disciplined Convex Programming

Authors: Michael Grant, Stephen Boyd, Yinyu Ye

Published: 2006 (Other)

Source: Global Optimization: From Theory to Implementation

Algorithm: DCP

DOI: 10.1007/0-387-30528-9_7

Summary

Defines disciplined convex programming: a grammar of convex expressions that lets modeling tools verify convexity and canonicalize problems automatically. This paper is the conceptual foundation for CVX-style modeling systems and later tools such as CVXPY.

Abstract

A new methodology for constructing convex optimization models called disciplined convex programming is introduced. The methodology enforces a set of conventions upon the models constructed, in turn allowing much of the work required to analyze and solve the models to be automated.

Links

Primary

Paper web.stanford.edu

Standard

DOI 10.1007/0-387-30528-9_7

Alternate

web.stanford.edu web.stanford.edu

Tags

• Disciplined convex programming

• Convex optimization

• CVX

• Optimization modeling

• Canonicalization

• Graph implementations