cvx Users ’ Guide

Abstract

Cvx is a modeling system for disciplined convex programming. Disciplined convex pro- grams, or DCPs, are convex optimization problems that are described using a limited set of construction rules, which enables them to be analyzed and solved efficiently. cvx can solve standard problems such as linear programs (LPs), quadratic programs (QPs), second-order cone programs (SOCPs), and semidefinite programs (SDPs); but compared to directly using a solver for one or these types of problems, cvx can greatly simplify the task of specifying the problem. cvx can also solve much more complex convex optimization problems, including many involving nondifferentiable functions, such as 1 norms. You can use cvx to conveniently formulate and solve constrained norm minimization, entropy maximization, determinant maximization, and many other problems.