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Graph Implementations for Nonsmooth Convex Programs

Michael Grant(mcgrant***at***stanford.edu)
Stephen Boyd(boyd***at***stanford.edu)

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.

Download: [PDF]

Entry Submitted: 09/30/2007
Entry Accepted: 10/01/2007
Entry Last Modified: 09/30/2007

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