# Convex.jl

Convex.jl is a Julia package for Disciplined Convex Programming (DCP).

Convex.jl can solve linear programs, mixed-integer linear programs, and DCP-compliant convex programs using a variety of solvers, including Mosek, Gurobi, ECOS, SCS, and GLPK, through MathOptInterface.

Convex.jl also supports optimization with complex variables and coefficients.

## Getting help

If you have a reproducible example of a bug, please open a GitHub issue.

## Installation

Install Convex using the Julia package manager:

import Pkg


## Quick Example

# Let us first make the Convex.jl module available
using Convex, SCS

# Generate random problem data
m = 4;  n = 5
A = randn(m, n); b = randn(m, 1)

# Create a (column vector) variable of size n x 1.
x = Variable(n)

# The problem is to minimize ||Ax - b||^2 subject to 0 <= x <= 1
# This can be done by: minimize(objective, constraints)
problem = minimize(sumsquares(A * x - b), [x >= 0, x <= 1])

# Solve the problem by calling solve!
solve!(problem, SCS.Optimizer)

# Check the status of the problem
problem.status

# Get the optimal value
problem.optval


## Using with JuMP

Convex.jl contains an experimental JuMP solver. This solver reformulates a nonlinear JuMP model into a conic program using DCP. Note that it currently supports only a limited subset of scalar nonlinear programs, such as those involving log and exp.

julia> using JuMP, Convex, Clarabel

julia> model = Model(() -> Convex.Optimizer(Clarabel.Optimizer));

julia> set_silent(model)

julia> @variable(model, x >= 1);

julia> @variable(model, t);

julia> @constraint(model, t >= exp(x))
t - exp(x) ≥ 0

julia> @objective(model, Min, t);

julia> optimize!(model)

julia> value(x), value(t)
(0.9999999919393833, 2.7182818073461403)


## More Examples

A number of examples can be found here. The basic usage notebook gives a simple tutorial on problems that can be solved using Convex.jl.

## Citing this package

If you use Convex.jl for published work, we encourage you to cite the software using the following BibTeX citation:

@article{convexjl,
title = {Convex Optimization in {J}ulia},
author = {Udell, Madeleine and Mohan, Karanveer and Zeng, David and Hong, Jenny and Diamond, Steven and Boyd, Stephen},
year = {2014},
journal = {SC14 Workshop on High Performance Technical Computing in Dynamic Languages},
archivePrefix = "arXiv",
eprint = {1410.4821},
primaryClass = "math-oc",
}