CVX
swMATH ID: | 4594 |
Software Authors: | Grant, Michael; Boyd, Stephen |
Description: | 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). CVX can also solve much more complex convex optimization problems, including many involving nondifferentiable functions, such as ℓ1 norms. You can use CVX to conveniently formulate and solve constrained norm minimization, entropy maximization, determinant maximization, and many other convex programs. As of version 2.0, CVX also solves mixed integer disciplined convex programs (MIDCPs) as well, with an appropriate integer-capable solver. |
Homepage: | http://cvxr.com/cvx/ |
Dependencies: | Matlab |
Related Software: | SDPT3; SeDuMi; Mosek; YALMIP; Matlab; CVXPY; PDCO; Gurobi; GitHub; CPLEX; UCI-ml; Convex.jl; CVXR; CoSaMP; SPGL1; PhaseLift; GloptiPoly; ECOS; Julia; SCS |
Cited in: | 1,051 Documents |
Standard Articles
1 Publication describing the Software, including 1 Publication in zbMATH | Year |
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Disciplined convex programming. Zbl 1130.90382 Grant, Michael; Boyd, Stephen; Ye, Yinyu |
2006
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Cited by 1,990 Authors
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Cited in 248 Serials
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