CVX: Matlab Software for
Disciplined Convex Programming
Downloads
The CVX package includes the program files, the users’ guide, and the
complete example library. To download it, use one of these links.
To download the user guide alone, select this link:
Installation instructions
For most platforms, installation is relatively simple:
If you already have an earlier version of CVX installed, remove it or move it out of the way.
Do not install this version on top of the old.
Unpack the distribution wherever you like. It will create a directory called cvx/.
Start Matlab.
At the Matlab prompt, type cd <cvxroot>, where <cvxroot> is the
cvx/ directory that was created when the software was unpacked.
Important: Run the command cvx_setup to configure the software.
When cvx_setup completes, it may ask you to save the current path
so that cvx will automatically be available when you start Matlab.
If you do not do so, you will have to re-run cvx_setup every time
you start Matlab.
For more detailed installation instructions, see Appendix A of the user’s guide.
Attention 64-bit Windows users: you may need to install some additional
Microsoft libraries to get the CVX, SeDuMi, and SDPT3 mex files to work.
If you get setup errors during the cvx_setup process, go to the
appropriate page below and click the “Download” button. Or you can
download them proactively; there is no harm in doing so.
System requirements
CVX is built using Matlab, and requires version 6.1 or later of
Matlab to run. It is built using both native Matlab code and C MEX files. It currently
supports two solvers, SDPT3 and SeDuMi, with SDTP3 as the default. Both solvers are
also built using a combination of Matlab and C MEX files. Precompiled binaries for
Windows, 32-bit Linux, and Intel Mac OS X are supplied with the distribution, but it should
work fine with any platform that supports Matlab 6.1 or later and at least one of the solvers.
See Appendix A of the user’s guide for more detials.
Note for 64-bit MATLAB users: CVX is supported only for 64-bit Matlab versions
7.3 and later; and SeDuMi is supported only for versions 7.5 and later.
This is due to changes made in Matlab’s internal data structures
for 64-bit platforms. We simply cannot reliably support the “old” 64-bit API
and the “new” 64-bit API in the same package.
Note for users of MATLAB 7.0: Versions 7.0.x of MATLAB (R14, R14SP1, R14SP2)
reject certain CVX models, issuing syntax errors that are simply not correct.
Numerical problems with version 7.0.0 and SDPT3 have also been reported.
See section A.4 of the user’s guide for more details; but in short we
recommend that versions 7.0.x be avoided, at least when using CVX.
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