Um Tutorial Sobre a Aplicação do CVX na Solução de Problemas de Otimização Convexa
(A Tutorial on the CVX System for Modeling and Solving Convex Optimization Problems)
Dayan Adionel Guimarães (dayan@inatel.br)^{1}, Giovanni Henrique Faria Floriano (giovanni@inatel.br)^{1}, Lucas Silvestre Chaves (lucassrs@hotmail.com)^{1}
^{1}Instituto Nacional de TelecomunicaçõesINATEL
This paper appears in: Revista IEEE América Latina
Publication Date: May 2015
Volume: 13, Issue: 5
ISSN: 15480992
Abstract:
In many areas of knowledge, situations in which we
have to model and solve optimization problems are recurrent.
Among the mathematical theories that support the solution of
such problems, convex optimization unveiled to be an important
tool. This is mainly due to the existence of algorithms whose
computational solution has matured a lot in terms of speed of
solution and reliability during the past few years. In this context,
it deserves attention the CVX, a system for modeling and solving
convex optimization problems. CVX uses the disciplined convex
programming concept, which is a set of conventions or rules that
permits the verification of convexity and automatic conversion of
the problem instance into forms directly handled by the
embedded solvers. This tutorial presents CVX in a didactic
manner whose objective is to facilitate the learning about using
the tool along with disciplined convex programming. Besides a
number of examples, the tutorial also provides some applications,
their corresponding CVX codes, the numerical solutions and
discussions.
Index Terms:
Convex optimization, CVX, disciplined convex programming
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