Graph Implementations for Nonsmooth Convex Programs
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.
Keywords: Convex optimization, convex programming, modeling languages, convex analysis
Category 1: Optimization Software and Modeling Systems (Modeling Languages and Systems )
Category 2: Convex and Nonsmooth Optimization (Convex Optimization )
Category 3: Convex and Nonsmooth Optimization (Nonsmooth Optimization )
Citation: To appear as chapter in Recent Advances in Learning and Control (tribute to M. Vidyasagar), V. Blondel, S. Boyd, and H. Kimura, editors, Springer, 2008.
Entry Submitted: 09/30/2007
Modify/Update this entry
|Visitors||Authors||More about us||Links|
Search, Browse the Repository
Give us feedback
|Optimization Journals, Sites, Societies|