Method to Solve CVX Problem


(Vannel) #1

Hello, I have a question about the implementation of CVX. For problems involving functions like pow_pos, inv_pos, which kind of method that CVX uses to solve? Is it the interior point method?

Thanks a lot.


(Mark L. Stone) #2

CVX reformulates (into conic formulation) the problem as provided by the user, then send it to a solver. You can look at the CVX source code to see how various functions, such as inv_pos, are handled by CVX. You can look at the documentation of a particular solver to see what algorithm(s) it employs. Most of the solvers implement an interior point algorithm of some sort or other. After solution, CVX transforms the solver’s solution back to the formulation as provided to CVX by the user.