Dear experts.

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.

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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.

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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

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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)