What is CVX in MATLAB?

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. For example, consider the following convex optimization model: \begin{array}{ll} \text{minimize} & \|Ax-b\|_2 \\ \text{subject to} & Cx=d \\

What does CVX do?

cvx enforces the conventions dictated by the disciplined convex programming ruleset, or DCP ruleset for short. cvx will issue an error message whenever it encounters a violation of any of the rules, so it is important to understand them before begin- ning to build models.

What is the difference between CVX_clear and CVX_end?

cvx_clear Clears any model being constructed. Useful when an error has been made and it is necessary to start from the beginning. Whereas cvx_begin issues a warning if called with a model in progress, cvx_clear is silent. cvx_end Signals the end of a CVX model. In typical use, this instructs CVX to begin the solution process.

How does CVX detect quadratic expressions?

cvx detects the quadratic expressions such as those on the left above, and determines whether or not they are convex or concave; and if so, translates them to an equivalent function call, such as those on the right above.