Inner workings of CVX

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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.

Best,
Divya

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1 Like
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Dear Dr. Stone,

Thanks so much for providing his thesis. I will definitely read it.

Is it possible that you can explain in brief how the transformation I mentioned in my original post is achieved in cvx?

Thanks again.

Have a nice day.

Best,
Divya

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Read http://cvxr.com/cvx/doc/advanced.html#new-functions-via-partially-specified-problems

Read https://web.stanford.edu/~boyd/papers/disc_cvx_prog.html .

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ok. Thanks so much. I really appreciate your responses and your time.

Have a nice day. :slight_smile: