CVX minimization algorithms


(Ali) #1

What algorithm(s) are used for minimize a convex problem by CVX?


(Mark L. Stone) #2

CVX transforms (see https://web.stanford.edu/~boyd/papers/pdf/mcg_thesis.pdf ) the problem entered into CVX into a form suitable for the specified solver. As CVX processes the user input, it checks to make sure you’ve been a good boy or girl who has followed its rules, and chastises you with an error message if you don’t. The solver then employs algorithms, which may differ between solvers, to solve rthe problem provided by CVX. When the solver returns control to CVX, CVX reverses the earlier transformations so that the results from the solver correspond to the model as entered into CVX.