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Domain Specific Languages for Convex Optimization
Published on Aug 26, 20135666 Views
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
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Chapter list
Domain Specific Languages for Convex Optimization00:00
Outline (1)00:53
Outline (2)02:13
Convex optimization problem - standard form02:17
Convex optimization problem - conic form02:39
Why convex optimization?04:10
How do you solve a convex problem?07:09
Outline (3)09:28
How can you tell if a problem is convex?09:41
Convex functions: Basic examples10:47
Convex functions: Less basic examples11:16
Calculus rules12:23
Examples13:30
A general composotion rule14:37
Constructive convexity verification16:18
Example (1)20:19
Example (2)21:57
DCP22:45
Structure23:27
Expressions24:08
Disciplined convex program24:35
Cone representation26:46
Cone representation - examples27:40
SDP presentations28:34
Outline (4)29:07
Canonicalization29:10
Canonicalization - How29:27
Outline (5)31:51
Parser/solvers and parser/generators31:57
Example (3)34:01
CVX35:23
CVX library38:04
CVXGEN38:39
Specification40:04
Sample solve times43:21
QCML43:53
Specification QCML46:04
Using QCML (1)46:43
Using QCML (2)47:59
Conclusions49:02
References51:52