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Convex

A Julia package for disciplined convex programming

https://github.com/jump-dev/convex.jl

Science Score: 54.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ✓
    CITATION.cff file
    Found CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
  • ○
    Academic publication links
  • ✓
    Committers with academic emails
    4 of 65 committers (6.2%) from academic institutions
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (14.5%) to scientific vocabulary

Keywords

convex-optimization julia solver

Keywords from Contributors

numerical julialang programming-language optim fluxes sciml optimisation unconstrained-optimisation unconstrained-optimization the-human-brain
Last synced: 4 months ago · JSON representation ·

Repository

A Julia package for disciplined convex programming

Basic Info
  • Host: GitHub
  • Owner: jump-dev
  • License: other
  • Language: Julia
  • Default Branch: master
  • Homepage: http://jump.dev/Convex.jl/
  • Size: 10.8 MB
Statistics
  • Stars: 587
  • Watchers: 29
  • Forks: 122
  • Open Issues: 10
  • Releases: 58
Topics
convex-optimization julia solver
Created almost 12 years ago · Last pushed 6 months ago
Metadata Files
Readme Changelog License Citation

README.md

Convex.jl

CI Coverage

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

For usage questions, please contact us via Discourse.

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

Installation

Install Convex using the Julia package manager:

julia import Pkg Pkg.add("Convex")

Quick Example

```julia

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 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:

bibtex @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", }

Owner

  • Name: JuMP-dev
  • Login: jump-dev
  • Kind: organization

An organization for the JuMP modeling language and related repositories.

Citation (CITATION.bib) 

@inproceedings{Convex.jl-2014,
  title={Convex optimization in {J}ulia},
  author={Udell, Madeleine and Mohan, Karanveer and Zeng, David and Hong, Jenny and Diamond, Steven and Boyd, Stephen},
  booktitle={Proceedings of the 1st First Workshop for High Performance Technical Computing in Dynamic Languages},
  pages={18--28},
  year={2014},
  organization={IEEE Press}
}

GitHub Events

Total
  • Create event: 8
  • Commit comment event: 4
  • Release event: 1
  • Issues event: 12
  • Watch event: 23
  • Delete event: 5
  • Issue comment event: 49
  • Push event: 41
  • Pull request review event: 15
  • Pull request review comment event: 13
  • Pull request event: 18
  • Fork event: 5
Last Year
  • Create event: 8
  • Commit comment event: 4
  • Release event: 1
  • Issues event: 12
  • Watch event: 23
  • Delete event: 5
  • Issue comment event: 49
  • Push event: 41
  • Pull request review event: 15
  • Pull request review comment event: 13
  • Pull request event: 18
  • Fork event: 5

Committers

Last synced: 6 months ago

All Time
  • Total Commits: 1,247
  • Total Committers: 65
  • Avg Commits per committer: 19.185
  • Development Distribution Score (DDS): 0.787
Past Year
  • Commits: 10
  • Committers: 2
  • Avg Commits per committer: 5.0
  • Development Distribution Score (DDS): 0.3
Top Committers
Name Email Commits
Ayush Pandey a****p@g****m 266
Madeleine Udell m****l@g****m 231
Eric Hanson 5****n 205
Karanveer Mohan k****2@g****m 184
Oscar Dowson o****w 106
David Zeng d****g@g****m 57
Alex Arslan a****n@c****t 31
Miles Lubin m****n@g****m 25
Jenny Hong j****g@g****m 21
Benoît Legat b****t@g****m 13
Iain Dunning i****g@g****m 12
Karanveer Mohan k****n@s****u 8
Paul Söderlind P****d 7
github-actions[bot] 4****] 6
Mattias Fält m****t 4
John Duchi j****i@s****u 4
Dan Stahlke d****n@s****g 3
Rahul v****l@g****m 3
Riccardo Murri r****i@g****m 3
Royi R****l@o****m 3
hsnamkoong h****g@g****m 3
Tony Kelman t****y@k****t 2
Rory Finnegan r****n@g****m 2
Peter Wittek p****k 2
Nan Ge n****1@g****m 2
Louis Dressel d****l@s****u 2
Hendrik Ranocha r****a 2
David de Laat m****l@d****l 2
Blake R. Johnson b****n@b****m 2
Alan Edelman m****n@g****m 1
and 35 more...
Committer Domains (Top 20 + Academic)
stanford.edu: 3 bbn.com: 2 ele.puc-rio.br: 1 mit.edu: 1 mayin.org: 1 fel.cvut.cz: 1 daviddelaat.nl: 1 kelman.net: 1 stahlke.org: 1 comcast.net: 1

Issues and Pull Requests

Last synced: 5 months ago

All Time
  • Total issues: 119
  • Total pull requests: 224
  • Average time to close issues: almost 2 years
  • Average time to close pull requests: about 2 months
  • Total issue authors: 53
  • Total pull request authors: 22
  • Average comments per issue: 3.81
  • Average comments per pull request: 2.01
  • Merged pull requests: 196
  • Bot issues: 0
  • Bot pull requests: 6
Past Year
  • Issues: 11
  • Pull requests: 12
  • Average time to close issues: 4 days
  • Average time to close pull requests: 2 days
  • Issue authors: 7
  • Pull request authors: 2
  • Average comments per issue: 3.82
  • Average comments per pull request: 1.92
  • Merged pull requests: 11
  • Bot issues: 0
  • Bot pull requests: 0
View more stats
Top Authors
Issue Authors
  • ericphanson (31)
  • odow (10)
  • blegat (8)
  • RoyiAvital (6)
  • JinraeKim (6)
  • baggepinnen (3)
  • biona001 (2)
  • hurak (2)
  • karanveerm (2)
  • PaulSoderlind (2)
  • rakeshvar (2)
  • stumarcus314 (2)
  • utotch (2)
  • KristofferC (2)
  • raphaelchinchilla (1)
Pull Request Authors
  • odow (192)
  • ericphanson (106)
  • blegat (33)
  • github-actions[bot] (6)
  • RoyiAvital (6)
  • maxkapur (3)
  • PaulSoderlind (2)
  • brilhana (1)
  • tjdiamandis (1)
  • Ayush-iitkgp (1)
  • lrnv (1)
  • JinraeKim (1)
  • tcveatch (1)
  • baggepinnen (1)
  • mtanneau (1)
Top Labels
Issue Labels
bug (11) feature request (9) documentation (8) performance (5) help wanted (5) enhancement (3) good first issue (3) breaking (2) question (1)
Pull Request Labels
DO NOT MERGE (1)

Packages

  • Total packages: 3
  • Total downloads:
    • julia 233 total
  • Total dependent packages: 23
    (may contain duplicates)
  • Total dependent repositories: 23
    (may contain duplicates)
  • Total versions: 191
juliahub.com: Convex

A Julia package for disciplined convex programming

  • Versions: 55
  • Dependent Packages: 23
  • Dependent Repositories: 23
  • Downloads: 233 Total
Rankings
Forks count: 0.7%
Stargazers count: 1.3%
Dependent repos count: 1.7%
Average: 1.7%
Dependent packages count: 3.0%
Last synced: 5 months ago
proxy.golang.org: github.com/jump-dev/Convex.jl
  • Versions: 68
  • Dependent Packages: 0
  • Dependent Repositories: 0
Rankings
Dependent packages count: 5.5%
Average: 5.7%
Dependent repos count: 5.9%
Last synced: 5 months ago
proxy.golang.org: github.com/jump-dev/convex.jl
  • Versions: 68
  • Dependent Packages: 0
  • Dependent Repositories: 0
Rankings
Dependent packages count: 5.5%
Average: 5.7%
Dependent repos count: 5.9%
Last synced: 5 months ago

Dependencies

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