But it really checks whether you understand the

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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. Remark. Thi...
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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.

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