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Questions tagged [cvx]

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.

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.

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Arbitrary dimension for CVXGEN program

I would like to solve a QP/LP problem in MatLab using CVXGEN. I have preference for CVXGEN over CVX, since CVXGEN is much faster. In particular, I would like to solve min f(x) s.t. x in X where f(x) is in quadratic form and X is compact, convex,…
Matthew Thirkettle
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2D fused Lasso with Matlab CVX

I wrote a 2D fused lasso code here. [m n] = size(circle); cvx_begin variable theta(m, n); minimize( norm(circle-theta, 'fro')); subject to sum(sum(abs(theta(:,1:n-1)-theta(:,2:n)))) == 0; …
xxx222
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Installing cvx on MATLAB 2015 b

I want install cvx on MATLAB 2015b. I followed the steps given on Matlab cvx error with cvx_begin. However, I get following error enter >> cd('C:\cvx') cvx_setup CVX: Software for Disciplined Convex Programming (c)2014 CVX…
Ehsa
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Implementation of "Localization from Incomplete Noisy Distance Measurements" paper

I would like to mention that I am new in CVX community. So, my doubt might be stupid. As I could not figure out the problem of my code, I have decided to post it here. I am trying to implement an algorithm as stated in the paper, titled…
Rajat
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solve L2 regularized logistic regression using CVX/CVXPY

I have been trying for 2-3 days now to get L2 regularized logistric regression to work in Matlab (CVX) and Python(CVXPY) but no success. I am fairly new to convex optimization so I am quite frustrated. Following is the equation that I am trying to…
Behroz Sikander
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Sparse Group lasso by CVX MATLAB package

Does anyone know how can I implement sparse group lasso using CVX, convex optimization package in MATLAB? I don't know how can I describe the formula as CVX prototype.
user4704857
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how to solve MMV sparse representation with CVX

I want to solve multiple measurement vector (MMV) sparse representation problem with CVX toolbox. I have a N*L matrix X. matrix X have only a few nonzero rows. I have system of equations Y=A*X. Y is M*L matrix of measurements (M min…
Moosa
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Positive Semidefinite and Hermitian Matrix Variable in CVXR

How do I restrict a matrix variable to be both Positive Semidefinite and Hermitian in CVXR? When I try to add both attributes, I get an error saying that I can only have one attribute. Here is what I tried: theta <- Variable(rows = 3, cols = 3, PSD…
Clayton
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Sum of many CVXR problems very slow

I'm using CVXR in R to solve a convex problem. My problem is the sum of a convex expression over many matrices: (my actual expression isn't the sum of squares, but a more complicated convex expression) library(CVXR) set.seed(1) mats = array(rnorm(16…
Anthony Tan
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How can I write an expression towards this problem's constrain to satisfy the DCP rule of cvxpy?

I am trying to create an expression of a constrain in cvxpy to solve an optimization problem. The following image shows the left side of constrain: And t,a is the type of Variable. Therefore, I hope to know how to express ∑tlog(1+omega*a/t), I…
Tom_blade
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CVX MATLAB: Parameters for Efficiently Solving Series of Similar Problems?

I'm using the CVX modeling system in MATLAB. I would like to solve a series of problems where the structure/format of the optimization problem remains the same, but the value of specific parameters changes. This answer states that CVXPY (for the…
Inquisitive
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how to enforce positive constraints in cvx?

I have a simple CVX program, where two variables are: variable A(n, n) variable D(n, N) I learned from here: https://mycourses.aalto.fi/pluginfile.php/1612433/mod_resource/content/1/lec06.pdf that I think adding the constraints A >= 0 (and even…
kloop
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Can I make MOSEK with CVX run to greater convergence?

I have a QP that I solve with MOSEK and CVX. The solutions are quite bad, and I get the sense that either Mosek is not trying hard, or CVX is not transmitting information properly to Mosek, or something of that sort. What are my options to make…
kloop
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An error in CVXR occurring with large datasets

I have been trying to fit a thin-plate spline to a brain scan dataset using the popular CVXR package in R, but unfortunately the main function of that package returns an error I have been unable to decipher. Here is the example I've been working…
JohnK
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How to find the lagrange multipliers of a problem in Gurobi + Matlab, is there any commands?

In LP or other kinds of programming, cvx + Matlab may get the lagrange multipliers with easy codes, but is there any commands for Gurobi to achieve things like this?
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