Overview
CVX is a Matlab-based modeling system designed for disciplined convex programming. It transforms Matlab into a modeling language, enabling users to specify constraints and objectives using standard Matlab syntax. CVX supports disciplined convex programming, converting expressions into canonical form for efficient solving. It extends functionality to geometric programming (GP) by automatically transforming non-convex GPs into solvable convex forms. Version 2.0 introduced mixed integer disciplined convex programming (MIDCP), allowing for integer and binary variable constraints. While CVX is not a general nonlinear optimization tool, it excels in handling convex models and GPs. Users can leverage the CVX Users’ Guide and example library to get started. It's a powerful tool for optimization tasks, suitable where models can be expressed as MIDCP or GP.