Proceedings ArticleDOI
YALMIP : a toolbox for modeling and optimization in MATLAB
Johan Löfberg
- pp 284-289
TLDR
Free MATLAB toolbox YALMIP is introduced, developed initially to model SDPs and solve these by interfacing eternal solvers by making development of optimization problems in general, and control oriented SDP problems in particular, extremely simple.Abstract:
The MATLAB toolbox YALMIP is introduced. It is described how YALMIP can be used to model and solve optimization problems typically occurring in systems and control theory. In this paper, free MATLAB toolbox YALMIP, developed initially to model SDPs and solve these by interfacing eternal solvers. The toolbox makes development of optimization problems in general, and control oriented SDP problems in particular, extremely simple. In fact, learning 3 YALMIP commands is enough for most users to model and solve the optimization problemsread more
Citations
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Book ChapterDOI
Graph Implementations for Nonsmooth Convex Programs
Michael C. Grant,Stephen Boyd +1 more
TL;DR: Graph implementations as mentioned in this paper is a generic method for representing a convex function via its epigraph, described in a disciplined convex programming framework, which allows a very wide variety of smooth and nonsmooth convex programs to be easily specified and efficiently solved.
Journal ArticleDOI
The Convex Geometry of Linear Inverse Problems
TL;DR: This paper provides a general framework to convert notions of simplicity into convex penalty functions, resulting in convex optimization solutions to linear, underdetermined inverse problems.
Journal ArticleDOI
Random numbers certified by Bell's theorem.
Stefano Pironio,Stefano Pironio,Antonio Acín,Serge Massar,A. Boyer de la Giroday,Dzmitry Matsukevich,Peter Maunz,Steven Olmschenk,David Hayes,Le Luo,T. A. Manning,Christopher Monroe +11 more
TL;DR: It is shown that the non-local correlations of entangled quantum particles can be used to certify the presence of genuine randomness, and it is thereby possible to design a cryptographically secure random number generator that does not require any assumption about the internal working of the device.
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CVXPY: A Python-Embedded Modeling Language for Convex Optimization
Steven Diamond,Stephen Boyd +1 more
TL;DR: CVXPY allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the restrictive standard form required by solvers.
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qpOASES: a parametric active-set algorithm for quadratic programming
TL;DR: The open-source C++ software package qpOASES is described, which implements a parametric active-set method in a reliable and efficient way and can be used to compute critical points of nonconvex QP problems.
References
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