I have a problem. What is the computation complexity of the CVX package? My problem requires me to analyze the complexity of CVX. Please help me, thank you.
All the problems that CVX can solve can in theory be solved in polynomial time using an interior-point algorithm. Therefore, you can look up the complexity solving your problem with an interior-point algorithm. I doubt you will get a more accurate answer.
PS. Try look in the ph.d. thesis of Michal Grant about CVX.
Michael Grant’s thesis: https://web.stanford.edu/~boyd/papers/pdf/mcg_thesis.pdf
Some other papers on DCP: https://web.stanford.edu/~boyd/papers/disc_cvx_prog.html
Note that @Erling’s post applies to continuous variable problems (DCP). Mixed-Integer problems (MIDCP) addressed by CVX are generally NP-Hard
In what format should I quote this ph.d. thesis? I can’t find the standard format.
Here is how to cite CVX (not the thesis)