Convex optimization matlab example

  • To add the Optimize task to a live script in the MATLAB Editor, on the Live Editor Insert tab, select Task \x26gt; Optimize.
    Alternatively, in a code block in the script, type a relevant keyword, such as optim or fmincon .
    Select Optimize from the suggested command completions.

Where can I learn about convex optimization?

For background on convex optimization, see the book Convex Optimization [BV04], available on-line at www

stanford edu/~boyd/cvxbook/, or the Stanford course EE364A, available at www stanford edu/class/ee364a/ cvx is implemented in Matlab [Mat04], effectively turning Matlab into an op- timization modeling language
CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax. For example, consider the following convex optimization model: begin{array}{ll} text{minimize} & |Ax-b|_2 \ text{subject to} & Cx=d \ & |x|_inftyleq e end{array}

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