[斯坦福大学]Matlab cvx 工具箱

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[斯坦福大学]Matlab cvx[convex programming] 工具箱

今天下午看师兄的paper,看到师兄文章中有个关于处理规划问题的工具箱,貌似不错拿来分享.

cvx is a modeling system for disciplined convex programming.
Disciplined convex programs,or DCPs, are convex optimization problems that are described using a limitedset 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), andsemidefinite programs (SDPs);but compared to directly using a solver for one or these types of problems, cvx cangreatly simplify the task of specifying the problem. cvx can also solve much morecomplex convex optimization problems, including many involving nondifferentiable functions, such as ℓ1 norms. You can use cvx to conveniently formulate and solve constrained norm minimization, entropy maximization, determinant maximization,and many other problems.

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wujianjack2

   得看用什么solver，如果是SeDuMi和SDPT3还是MATLAB平台了，如果是Gurobi和Mosek的话可以用cvxpy或者直接用。当然，这是个很好的工具。