Chapter

Global Optimization

Volume 84 of the series Nonconvex Optimization and Its Applications pp 155-210

Disciplined Convex Programming

  • Michael GrantAffiliated withDepartment of Electrical Engineering, Stanford University
  • , Stephen BoydAffiliated withDepartment of Electrical Engineering, Stanford University
  • , Yinyu YeAffiliated withDepartment of Electrical Engineering, Stanford UniversityDepartment of Management Science and Engineering, Stanford University

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Summary

A new methodology for constructing convex optimization models called disciplined convex programming is introduced. The methodology enforces a set of conventions upon the models constructed, in turn allowing much of the work required to analyze and solve the models to be automated.

Key words

Convex programming automatic verification symbolic computation modelling language