The cvx userguide page 13 , last line says “The CVX user, however does not need to know how the transformation is carried out”, which refers to a transformation of the nonlinear function “sum(huber function)” to an SOCP carried by cvx internally.
I am curious to know how this transformation is carried out, so I tried to find Dr. Grant’s Phd thesis thinking maybe he has written in his thesis as to how he developed the cvx but I can’t find it. Is it proprietary?
Is it possible to know the answer to my question? I would love to know how cvx was developed.
Can someone please provide any help on this?
Thanks in advance.