Graph Implementations for Nonsmooth Convex Programs

M. Grant and S. Boyd

Recent Advances in Learning and Control (tribute to M. Vidyasagar), V. Blondel, S. Boyd, and H. Kimura, editors, pages 95–110, Lecture Notes in Control and Information Sciences, Springer, 2008.

We describe graph implementations, a generic method for representing a convex function via its epigraph, described in a disciplined convex programming framework. This simple and natural idea allows a very wide variety of smooth and nonsmooth convex programs to be easily specified and efficiently solved, using interior-point methods for smooth or cone convex programs.