3 papers
math.OC2016
Disciplined Convex-Concave Programming
Xinyue Shen, Steven Diamond, Yuantao Gu +1
In this paper we introduce disciplined convex-concave programming (DCCP), which combines the ideas of disciplined convex programming (DCP) with convex-concave programming (CCP). Co…
math.OC2016
CVXPY: A Python-Embedded Modeling Language for Convex Optimization
Steven Diamond, Stephen Boyd
CVXPY is a domain-specific language for convex optimization embedded in Python. It allows the user to express convex optimization problems in a natural syntax that follows the math…
math.OC2016
Stochastic Matrix-Free Equilibration
Steven Diamond, Stephen Boyd
We present a novel method for approximately equilibrating a matrix using only multiplication by and . Our method is based on convex optimizati…