Discplined Saddle Point Programming

[Dilip_B_Madan]

Are there programs for Discplined Saddle Point problems in CVX?

[Mark_L_Stone]

Thanks for mentioning this, as I never heard of it before.

I am not aware of any publicly disclosed CVX program for Disciplined Saddle Point problems. But non-convex extensions to DCP have been implemented in CVXPY. For instance, see DSP implementation in Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization . I suspect that could be reimplemented in CVX.