Graph Implementations for Nonsmooth Convex Programs

Authors

Michael C. Grant, Stephen P. Boyd

Year

2008

Conference Paper

Algorithm

Graph Implementations for Convex Programs

Source

Lecture Notes in Control and Information Sciences

Identifiers

DOI 10.1007/978-1-84800-155-8_7

Abstract¶

We describe graph implementations, a generic method for representing a convex function via its epigraph, described in a disciplined convex programming framework. This simple and natural idea allows a very wide variety of smooth and nonsmooth convex programs to be easily specified and efficiently solved, using interior-point methods for smooth or cone convex programs.

Summary¶

Shows how nonsmooth convex expressions can be represented and transformed using graph implementations. This is a key technical step behind disciplined convex programming systems, letting modeling languages turn high-level atoms into conic optimization problems.