CVX Users’ Guide

• Introduction
  • What is CVX?
    • What’s new?
  • What is disciplined convex programming?
    • Mixed integer problems
  • What CVX is not
  • Licensing
• Installation
  • Supported platforms
  • Installation instructions
  • Installing a CVX Professional license
  • Using CVX with Gurobi or MOSEK
  • About the included solvers
• A quick start
  • Least squares
  • Bound-constrained least squares
  • Other norms and functions
  • Other constraints
  • An optimal trade-off curve
• The Basics
  • cvx_begin and cvx_end
  • Variables
  • Objective functions
  • Constraints
  • Functions
  • Set membership
  • Dual variables
  • Assignment and expression holders
• The DCP ruleset
  • A taxonomy of curvature
  • Top-level rules
  • Constraints
    • Strict inequalities
  • Expression rules
  • Functions
  • Compositions
  • Monotonicity in nonlinear compositions
  • Scalar quadratic forms
• Semidefinite programming mode
• Geometric programming mode
  • Top-level rules
  • Constraints
  • Expressions
• Solvers
  • Supported solvers
  • Selecting a solver
  • Controlling screen output
  • Interpreting the results
  • Controlling precision
  • Advanced solver settings
• Reference guide
  • Arithmetic operators
  • Built-in functions
    • Linear
    • Nonlinear
  • New functions
  • Sets
  • Commands
• Support
  • The CVX Forum
  • Bug reports
  • What is a bug?
  • Handling numerical issues
  • CVX Professional support
• Advanced topics
  • Eliminating quadratic forms
  • Indexed dual variables
  • The successive approximation method
  • Power functions and p-norms
  • Overdetermined problems
  • Adding new functions to the atom library
    • New functions via the DCP ruleset
    • New functions via partially specified problems
• License
  • CVX Professional License
  • CVX Standard License
  • Solver Interfaces
  • Bundled solvers
  • Example library
  • No Warranty
• Citing CVX
• Credits and Acknowledgements