I am new at CVX and I guess I have a very basic problem. However, its driving me crazy:
I am trying to solve a linear cone program in Matlab. I read through the basics and the users guide. However, I couldn’t find any advanced ->Matlab<- examples that helped me. So here are some basic questions:
- The advanced examples from the users guide (e.g. http://cvxopt.org/userguide/coneprog.html#linear-cone-programs) are all in Python code, am I right?
- How do I write a linear cone problem in CVX using Matlab? All Matlab code I could find looked like:
subject to …
Is this really all I can/need to do? Reading the phyton examples it seems like there is so much more I can specify. I mean, how can I describe the cone? Do I need to write down both primal and dual problem in matlab or is the dual automatically constructed? How does cvx know that this is a linear cone problem? (In the Python code “conelp” is called explicitly.)
Basically: I understand the basic examples from the introduction, but I totally don’t get how to do the “advanced” stuff in Matlab?