How to access LSE parameters for GP?


(Ryan) #1

I am working with a quite complex geometric programming (GP) model. For small problem sizes, the successive approximation GP solver works fine, but for larger instances, it fails. I would like to use another interface so that I can take advantage of all the MOSEK features, but the others I have tried (YALMIP, gpkit, GGPLAB) are not memory-efficient enough to create the expressions I need. CVX, on the other hand, produces the necessary expressions very efficiently.

Is it possible to extract the coefficients of the log-sum-exp models created by CVX and to save them to be used by another program? I cannot see a way to get at the coefficients in CVX expressions.

Thanks,
Ryan


(Michael C. Grant) #2

I’m glad to hear CVX has some advantages even for geometric programs, but I am afraid there is no way to do what you are asking.


(Ryan) #3

Michael,

Thanks for you quick reply. That’s too bad—would have been really helpful. Is there any other way to get the parameters of the LSE functions that you know of, besides a computer algebra system?