文件名称:CVX
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CVX是构建和解决纪律凸程序(应课税品许可证)建模系统。 CVX支持
一些标准的问题类型,包括线性和二次规划(LPS/ QP的),第二阶
锥程序(SOCPs)和半定规划(SDP的)。 CVX也可以解决复杂得多
凸优化问题,包括许多涉及不可微的功能,如`1规范。您
可以使用CVX方便地提出和解决约束范数最小化,熵最大化,
行列式最大化等诸多凸程序。随着2.0版本,CVX也解决了混合
整纪律凸程序(MIDCPs)为好,用适当的整数解算能力。-CVX is a modeling system for constructing and solving disciplined convex programs (DCPs). CVX supports
a number of standard problem types, including linear and quadratic programs (LPs/QPs), second-order
cone programs (SOCPs), and semidefinite programs (SDPs). 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 convex programs. As of version 2.0, CVX also solves mixed
integer disciplined convex programs (MIDCPs) as well, with an appropriate integer-capable solver.
一些标准的问题类型,包括线性和二次规划(LPS/ QP的),第二阶
锥程序(SOCPs)和半定规划(SDP的)。 CVX也可以解决复杂得多
凸优化问题,包括许多涉及不可微的功能,如`1规范。您
可以使用CVX方便地提出和解决约束范数最小化,熵最大化,
行列式最大化等诸多凸程序。随着2.0版本,CVX也解决了混合
整纪律凸程序(MIDCPs)为好,用适当的整数解算能力。-CVX is a modeling system for constructing and solving disciplined convex programs (DCPs). CVX supports
a number of standard problem types, including linear and quadratic programs (LPs/QPs), second-order
cone programs (SOCPs), and semidefinite programs (SDPs). 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 convex programs. As of version 2.0, CVX also solves mixed
integer disciplined convex programs (MIDCPs) as well, with an appropriate integer-capable solver.
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CVX.pdf