Learning Parametric Convex Functions¶
Authors: Maximilian Schaller, Alberto Bemporad, Stephen Boyd
Published: 2025 ()
arXiv: 2506.04183
Summary¶
Abstract¶
A parametrized convex function depends on a variable and a parameter, and is convex in the variable for any valid value of the parameter. Such functions can be used to specify parametrized convex optimization problems, i.e., a convex optimization family, in domain specific languages for convex optimization. In this paper we address the problem of fitting a parametrized convex function that is compatible with disciplined programming, to some given data. This allows us to fit a function arising in a convex optimization formulation directly to observed or simulated data. We demonstrate our open-source implementation on several examples, ranging from illustrative to practical.