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CVX: A system for disciplined convex programming

Introduction

CVX is a Matlab package for convex optimizaton. To learn more about what CVX is and how to use it, please visit our web site, read the users' guide, and browse the example library.

The best way to obtain CVX is to visit the download page, which provides pre-built archives containing standard and professional versions of CVX tailored for specific operating systems. This repository provides an alternate means of obtaining CVX for those who prefer to obtain their software via clone, fork, or subrepo, or who simply like to browse source code.

About this repository

This is a filtered mirror of the main branch of our internal development repository, with all administrative and non-redistributable files removed. The differences between the files found here and the packages offered on our download page are as follows:

• The functionality supporting the use of commercial solvers Gurobi and MOSEK is not present. This functionality is exclusive to the non-redistributable Professional version, available for download on the web site.
• The documentation is not compiled. The soruce code is provided in the doc/ subdirectory, and requires the Sphinx Python documentation generator and a LaTeX system such as TeXLive to generate it.
• The solvers SDPT3 and SeDuMi are provided as submodules. In other words, they are not actually included in the repository itself; instead, links to their separate GitHub repositories are included. Make sure you use the --recursive flag when cloning this repository to download the solvers along with CVX.

Needless to say, working from the raw source is not a straighforward process. We know this first-hand! This is for hardcore GitHub users.

Support

We intend to keep this repository complete and up to date, but its use is completely unsupported. That said, if you are having issues related specifically to the repository itself, please feel free to submit an report to the repository's issue tracker. Please do not submit other types of issues (CVX bug reports, usage questions, etc.) to this tracker; they will likely be ignored.

We cannot provide direct email support for CVX without a paid contract. However, we have created and assembled a variety of avenues for obtaining help with CVX in particular or optimization in general. Please see the Support section of the documentation for more details.

License

Most of the files in this repository are governed by the terms of our GPLv3-based CVX Standard License. Please see the files LICENSE.txt and GPL.txt, included with the distribution, for more details about the license.

The contents of the example library in the examples/ subdirectory are public domain. We do ask that if you use any of this content in your own work, that you acknowledge the source and any specific authors cited therein.

Thank you for your interest in CVX!
Michael Grant and Stephen Boyd
CVX Research, Inc.
(c) 2014. All rights reserved.