Exp_cone not found in CVX 3.0 (MATLAB)

(Pantelis Sopasakis) #1

I’m using CVX Version 3.0beta, Build 1177 (e17eb8f) in MATLAB and I need to solve problems involving the exponential cone. I wrote the following simple piece of code:

variables x(3);
minimize 1
subject to
{x} exp_cone

But I get the error:

Undefined function or variable ‘exp_cone’.

Is exp_cone supported in the version of CVX I’m using?

I have also tried the following syntax

x == exp_cone

which gives the same error as well.

(Mark L. Stone) #2

{x(1),x(2),x(3)} == exponential(1)

I think the documentation needs to be fixed to match the implementation.

(Pantelis Sopasakis) #3

@Mark_L_Stone thanks a lot; indeed, this works. Is the dual exponential cone also supported?

(Mark L. Stone) #4

I do not know…

(Erling D.Andersen) #5

I am curious. Why do you want the dual exponential?

We have been discussing whether it ever comes up naturally.

(Pantelis Sopasakis) #6

I just wanted to verify that a certain (dual) formulation I came up with is correct. The dual exponential cone is supported by SCS, but in order to call SCS directly I would have to write my problem in a standard conic form - quite tedious a task.

(Erling D.Andersen) #7

Make sense.

In Mosek we will support the dual cone too but in the optimizer is convert to primal formulation.

So the dual cone is syntactic sugar as they say in CS.