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Graph implementations for nonsmooth convex programs. (English) Zbl 1205.90223

Blondel, Vincent D. (ed.) et al., Recent advances in learning and control. Festschrift for Mathukumalli Vidyasagar on the occasion of his sixtieth birthday. London: Springer (ISBN 978-1-84800-154-1/pbk). Lecture Notes in Control and Information Sciences 371, 95-110 (2008).
Summary: 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 interiorpoint methods for smooth or cone convex programs.
For the entire collection see [Zbl 1140.93006].

MSC:

90C25 Convex programming

Software:

YALMIP; SDPT3; LOQO; CVX; SeDuMi
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