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Graph Implementations for Nonsmooth Convex Programs

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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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Grant, M.C., Boyd, S.P. (2008). Graph Implementations for Nonsmooth Convex Programs. In: Blondel, V.D., Boyd, S.P., Kimura, H. (eds) Recent Advances in Learning and Control. Lecture Notes in Control and Information Sciences, vol 371. Springer, London. https://doi.org/10.1007/978-1-84800-155-8_7

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  • DOI: https://doi.org/10.1007/978-1-84800-155-8_7

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-84800-154-1

  • Online ISBN: 978-1-84800-155-8

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