A Rewriting System for Convex Optimization Problems
| Autor: | Stephen Boyd, Robin Verschueren, Akshay Agrawal, Steven Diamond |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2017 |
| Předmět: |
FOS: Computer and information sciences
Domain-specific language Control and Optimization Optimization problem Computer Networks and Communications Computer science 0211 other engineering and technologies 010103 numerical & computational mathematics 02 engineering and technology Translation (geometry) computer.software_genre 01 natural sciences Artificial Intelligence FOS: Mathematics Rewriting system 0101 mathematics Mathematics - Optimization and Control 021103 operations research business.industry Programming language Modular design Solver Human-Computer Interaction Digital subscriber line Control and Systems Engineering Optimization and Control (math.OC) Signal Processing Convex optimization Computer Science - Mathematical Software business computer Mathematical Software (cs.MS) Information Systems |
| Popis: | We describe a modular rewriting system for translating optimization problems written in a domain-specific language to forms compatible with low-level solver interfaces. Translation is facilitated by reductions, which accept a category of problems and transform instances of that category to equivalent instances of another category. Our system proceeds in two key phases: analysis, in which we attempt to find a suitable solver for a supplied problem, and canonicalization, in which we rewrite the problem in the selected solver's standard form. We implement the described system in version 1.0 of CVXPY, a domain-specific language for mathematical and especially convex optimization. By treating reductions as first-class objects, our method makes it easy to match problems to solvers well-suited for them and to support solvers with a wide variety of standard forms. Updated Jan. 22, 2019 to fix typos. Page 1: "is the one composed of" changed to "contains"; page 2: added a missing parenthesis to the code example, changed `max` to `maximum` |
| Databáze: | OpenAIRE |
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