Title
Convex optimization in Julia
Abstract
This paper describes Convex1, a convex optimization modeling framework in Julia. Convex translates problems from a user-friendly functional language into an abstract syntax tree describing the problem. This concise representation of the global structure of the problem allows Convex to infer whether the problem complies with the rules of disciplined convex programming (DCP), and to pass the problem to a suitable solver. These operations are carried out in Julia using multiple dispatch, which dramatically reduces the time required to verify DCP compliance and to parse a problem into conic form. Convex then automatically chooses an appropriate backend solver to solve the conic form problem.
Year
DOI
Venue
2014
10.1109/HPTCDL.2014.5
High Performance Technical Computing in Dynamic Languages
Keywords
DocType
Volume
multiple dispatch,model checking,automatic verification,convex programming,languages,symbolic computation,programming,frequency modulation,symmetric matrices,optimization,convex functions
Journal
abs/1410.4821
Citations 
PageRank 
References 
17
0.91
16
Authors
6
Name
Order
Citations
PageRank
Madeleine Udell17814.38
Karanveer Mohan2170.91
David Zeng3171.25
Jenny Hong4170.91
Steven Diamond5878.82
Stephen Boyd6135401132.29