The CVX Users' Guide User's Manual
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Introduction
What is CVX?
What is disciplined convex programming?
What CVX is not
Licensing
Installation
Supported platforms
Installing a CVX Professional license
Solvers included with CVX
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
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
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
License
CVX Professional License
CVX Standard License
The Free Solver Clause
Bundled solvers
Example library
No Warranty
Citing CVX
Credits and Acknowledgements
Using Gurobi with CVX
About Gurobi
Using the bundled version of Gurobi
Using CVX with a standalone Gurobi installation
Selecting Gurobi as your default solver
Obtaining support for CVX and Gurobi
Using MOSEK with CVX
About MOSEK
Using the bundled version of MOSEK
Using CVX with separate MOSEK installation
Selecting MOSEK as your default solver
Obtaining support for CVX and MOSEK
Bibliography
Index
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