# A general system for heuristic minimization of convex functions over non-convex sets

@article{Diamond2018AGS, title={A general system for heuristic minimization of convex functions over non-convex sets}, author={Steven Diamond and Reza Takapoui and Stephen P. Boyd}, journal={Optimization Methods and Software}, year={2018}, volume={33}, pages={165 - 193} }

We describe general heuristics to approximately solve a wide variety of problems with convex objective and decision variables from a non-convex set. The heuristics, which employ convex relaxations, convex restrictions, local neighbour search methods, and the alternating direction method of multipliers, require the solution of a modest number of convex problems, and are meant to apply to general problems, without much tuning. We describe an implementation of these methods in a package called…

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