Graph Implementations for Nonsmooth Convex Programs

  • Michael C. Grant
  • Stephen P. Boyd
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 371)

Abstract

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.

Keywords

Convex optimization nonsmooth optimization disciplined convex programming optimization modeling languages semidefinite programming second-order cone programming conic optimization nondifferentiable functions 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Michael C. Grant
    • 1
  • Stephen P. Boyd
    • 1
  1. 1.Stanford UniversityStanford

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