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CVX: Matlab Software for Disciplined Convex Programming CVX is a Matlab-based modeling system for convex optimization CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax
Downloading CVX | CVX Research, Inc. For most platforms, installation is relatively simple: unpack the distribution to an empty directory, and then run cvx_setup from the MATLAB command line Do not add CVX to your path yourself; let cvx_setup do it for you
CVX Research, Inc. | Software for Disciplined Convex Programming CVX is a popular modeling framework for disciplined convex programming that CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax
Advanced topics — CVX Users Guide It is straightforward to build such models in CVX using, say, a Matlab for loop In order to assign each of these constraints a separate dual variable, we must find a way to adjust the number of dual variables as well For this reason, CVX supports indexed dual variables
The CVX Users’ Guide When Matlab reaches the cvx_endcommand, it completes the conversion of the CVX specification to a canonical form, and calls the underlying core solver to solve it