Convex optimization cvx

In its default mode, CVX supports a particular approach to convex optimization that we call disciplined convex programming

Under this approach, convex functions and sets are built up from a small set of rules from convex analysis, starting from a base library of convex functions and sets

To use CVX effectively, you need to know at least a bit about convex optimization

For background on convex optimization, see the book Convex Optimization [BV04] or the Stanford course EE364A

CVX is implemented in Matlab, effectively turning Matlab into an optimization modeling language

15) with the general standard form problem (4

1), the convex problem has three additional requirements: 4

2 Convex optimization 137 • the objective function must be convex, • the inequality constraint functions must be convex, • the equality constraint functions hi(x) = aT ix−bimust be affine