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\n\n\n
Convex.jl is a Julia package for Disciplined Convex Programming. Convex.jl can solve linear programs, mixed-integer linear programs, and DCP-compliant convex programs using a variety of solvers, including Mosek, Gurobi, ECOS, SCS, and GLPK, through MathOptInterface. It also supports optimization with complex variables and coefficients.
\nInstallation: julia> Pkg.add(\"Convex\")
To run this example, first install Convex and at least one solver, such as SCS:
\nusing Pkg\nPkg.add(\"Convex\")\nPkg.add(\"SCS\")\n
Now let's solve a least-squares problem with inequality constraints.
\n# Let us first make the Convex.jl module available\nusing Convex, SCS\n\n# Generate random problem data\nm = 4; n = 5\nA = randn(m, n); b = randn(m, 1)\n\n# Create a (column vector) variable of size n x 1.\nx = Variable(n)\n\n# The problem is to minimize ||Ax - b||^2 subject to x >= 0\n# This can be done by: minimize(objective, constraints)\nproblem = minimize(sumsquares(A * x - b), [x >= 0])\n\n# Solve the problem by calling solve!\nsolve!(problem, SCS.Optimizer)\n\n# Check the status of the problem\nproblem.status # :Optimal, :Infeasible, :Unbounded etc.\n\n# Get the optimal value\nproblem.optval\n
A number of examples can be found here.\nThe basic usage notebook\ngives a simple tutorial on problems that can be solved using Convex.jl. All examples can be downloaded as\na zip file from here.
\nIf you use Convex.jl for published work, we encourage you to cite the software using the following BibTeX citation:
\n@article{convexjl,\n title = {Convex Optimization in {J}ulia},\n author = {Udell, Madeleine and Mohan, Karanveer and Zeng, David and Hong, Jenny and Diamond, Steven and Boyd, Stephen},\n year = {2014},\n journal = {SC14 Workshop on High Performance Technical Computing in Dynamic Languages},\n archivePrefix = \"arXiv\",\n eprint = {1410.4821},\n primaryClass = \"math-oc\",\n}\n\n\n\n","name":"Convex.jl","using_failed":false,"release_date":"Mar 2021","owner":"jump-dev","slug":"Sr0e5","documenter_errored":"missing","version":"0.14.5","description":"A Julia package for disciplined convex 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was previously called CVX.jl.
\n