CVXGEN : a code generator for embedded convex optimization

  title={CVXGEN : a code generator for embedded convex optimization},
  author={Jacob Mattingley and Stephen Boyd},
CVXGEN is a software tool that takes a high level description of a convex optimization problem family, and automatically generates custom C code that compiles into a reliable, high speed solver for the problem family. The current implementation targets problem families that can be transformed, using disciplined convex programming techniques, to convex… CONTINUE READING

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