Graph Implementations for Nonsmooth Convex Programs

Graph Implementations for Nonsmooth Convex Programs
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DOI:
10.1007/978-1-84800-155-8_7
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发表时间:
2008-01-01
期刊:
RECENT ADVANCES IN LEARNING AND CONTROL
影响因子:
--
通讯作者:
Boyd, Stephen P.
Boyd, Stephen P.
中科院分区:
其他
文献类型:
--
作者:
Grant, Michael C.;Boyd, Stephen P.

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我们描述了图形实现,这是一种通用方法,用于通过其纪律框架中描述的凸函数来表示凸函数。这个简单而自然的想法允许使用内点方法来平滑或锥形凸面程序,可以轻松地指定和有效地解决各种光滑且非平滑的凸面程序。
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.