Can CVX solve the difference of convex functions (D.C.) problems?

Nonconvex
Oct 26, 2017
X
#1

Can CVX solve the difference of convex functions (D.C.) problems?
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M
#2

CVX won’t do it for you. But you can call CVX in a loop solving a sequence of problems which CVX can handle. It’s up to you to work out the details for your problem.


1 reply
X
#3
Replying to #2

Thank you so much for your help.

1 reply
K
#4
Replying to #3

Hi,do you know how to solve DC programs by MATLAB?Can you give some examples?Thank you in advance.

M
#5

Please read the links I posted above. Also read http://web.stanford.edu/~boyd/papers/pdf/cvx_ccv.pdf .

Here are some CVX examples of DC Programming http://web.stanford.edu/~boyd/software/cvx_ccv_examples/ (called onvex-concave procedure).

As you can see in my response to your question Can CVX solve this optimization problem?Can you help me? , the key requirement for applicability of DC Programming is that there is a difference of convex functions (or concave functions). And for use of CVX, also the requirement that the convex optimization problem arising from fixing the non-convex “side” can be entered into CVX in compliance with its DCP rules.