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Disciplined Convex Programming

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Disciplined Convex Programming

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.

Summary

Defines disciplined convex programming as a grammar for constructing convex models that software can verify and transform automatically. The paper is the conceptual foundation for CVX-style modeling systems and later tools such as CVXPY.

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