CVX工具使用说明.pdf

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1、TheCVXUsers’GuideRelease2.0(beta)MichaelC.Grant,StephenP.BoydCVXResearch,Inc.March22,2013CONTENTS1Introduction11.1WhatisCVX?.........................................11.2Whatisdisciplinedconvexprogramming?..........................21.3WhatCVXisnot........................................31.4Lice

2、nsing............................................32Installation52.1Supportedplatforms......................................52.2Installationinstructions....................................52.3InstallingaCVXProfessionallicense.............................62.4UsingCVXwithGurobiorMOSEK............

3、.................62.5Abouttheincludedsolvers...................................73Aquickstart93.1Leastsquares..........................................93.2Bound-constrainedleastsquares................................113.3Othernormsandfunctions...................................123.4Otherconstra

4、ints........................................143.5Anoptimaltrade-offcurve...................................154TheBasics194.1cvx_beginandcvx_end..................................194.2Variables............................................194.3Objectivefunctions....................................

5、...204.4Constraints...........................................214.5Functions............................................214.6Setmembership........................................224.7Dualvariables.........................................234.8Assignmentandexpressionholders......................

6、........255TheDCPruleset295.1Ataxonomyofcurvature....................................295.2Top-levelrules.........................................305.3Constraints...........................................305.4Expressionrules........................................31i5.5Functions...............

7、.............................325.6Compositions..........................................345.7Monotonicityinnonlinearcompositions............................355.8Scalarquadraticforms.....................................366Semidefiniteprog