Domain Specific Languages for Convex Optimization

author: Stephen P. Boyd, Department of Electrical Engineering, Stanford University
published: Aug. 26, 2013,   recorded: July 2013,   views: 5631
Categories

Slides

Related Open Educational Resources

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Bibliography

Description

Specialized languages for describing convex optimization problems, and associated parsers that automatically transform them to canonical form, have greatly increased the use of convex optimization in applications, especially those where the problem instances are not very large scale. CVX and YALMIP, for example, allow users to rapidly prototype applications based on solving (modest size) convex optimization problems. More recently, similar techniques were used in CVXGEN to automatically generate super-efficient small footprint code for solving families of small convex optimization optimization problems, as might be used in real-time control. In this talk I will describe the general methods used in such systems, and describe methods by which they can be adapted for large-scale problems. Joint work with Eric Chu.

See Also:

Download slides icon Download slides: roks2013_boyd_language_01.pdf (169.4┬áKB)


Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: