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Unformatted text preview: ‘Hello World’ in CVX. Use CVX to verify the optimal values you obtained (analytically) for exercise 4.1 in Convex Optimization.
3.3 Reformulating constraints in CVX. Each of the following CVX code fragments describes a convex
constraint on the scalar variables x, y, and z, but violates the CVX rule set, and so is invalid.
Brieﬂy explain why each fragment is invalid. Then, rewrite each one in an equivalent form that
conforms to the CVX rule set. In your reformulations, you can use linear equality and inequality
constraints, and inequalities constructed using CVX functions. You can also introduce additional
variables, or use LMIs. Be sure to explain (brieﬂy) why your reformulation is equivalent to the
original constraint, if it is not obvious.
Check your reformulations by creating a small problem that includes these constraints, and solving
it using CVX. Your test problem doesn’t have to be feasible; it’s enough to verify that CVX
processes your constraints without error.
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This note was uploaded on 09/10/2013 for the course C 231 taught by Professor F.borrelli during the Fall '13 term at Berkeley.
- Fall '13
- The Aeneid