Graph implementations for nonsmooth convex programs

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Abstract

We describe graph implementations, a generic method for representing a convex function via its epigraph, described in a disciplined convex programming framework. This simple and natural idea allows a very wide variety of smooth and nonsmooth convex programs to be easily specified and efficiently solved, using interior-point methods for smooth or cone convex programs. © 2008 Springer London.

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Grant, M. C., & Boyd, S. P. (2008). Graph implementations for nonsmooth convex programs. Lecture Notes in Control and Information Sciences, 371, 95–110. https://doi.org/10.1007/978-1-84800-155-8_7

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