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Disciplined Quasiconvex Programming
arXiv - CS - Mathematical Software Pub Date : 2019-05-02 , DOI: arxiv-1905.00562
Akshay Agrawal and Stephen Boyd

We present a composition rule involving quasiconvex functions that generalizes the classical composition rule for convex functions. This rule complements well-known rules for the curvature of quasiconvex functions under increasing functions and pointwise maximums. We refer to the class of optimization problems generated by these rules, along with a base set of quasiconvex and quasiconcave functions, as disciplined quasiconvex programs. Disciplined quasiconvex programming generalizes disciplined convex programming, the class of optimization problems targeted by most modern domain-specific languages for convex optimization. We describe an implementation of disciplined quasiconvex programming that makes it possible to specify and solve quasiconvex programs in CVXPY 1.0.

中文翻译:

有纪律的拟凸规划

我们提出了一个涉及拟凸函数的合成规则,它概括了凸函数的经典合成规则。该规则补充了在递增函数和逐点最大值下拟凸函数的曲率的众所周知的规则。我们将这些规则生成的一类优化问题以及一组基本的拟凸函数和拟凹函数称为规范的拟凸程序。训练有素的拟凸规划概括了训练有素的凸规划,这是大多数现代特定领域语言针对凸优化的优化问题类别。我们描述了一种规范的拟凸编程的实现,它使得在 CVXPY 1.0 中指定和求解拟凸编程成为可能。
更新日期:2020-03-02
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