A rewriting system for convex optimization problems
We describe a modular rewriting system for translating optimization problems written in a domain-specific language (DSL) 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 equ...
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| Published in | Journal of control and decision Vol. 5; no. 1; pp. 42 - 60 |
|---|---|
| Main Authors | , , , |
| Format | Journal Article |
| Language | English |
| Published |
Taylor & Francis
02.01.2018
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| Subjects | |
| Online Access | Get full text |
| ISSN | 2330-7706 2330-7714 |
| DOI | 10.1080/23307706.2017.1397554 |
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| Abstract | We describe a modular rewriting system for translating optimization problems written in a domain-specific language (DSL) 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 DSL 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. |
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| AbstractList | We describe a modular rewriting system for translating optimization problems written in a domain-specific language (DSL) 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 DSL 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. |
| Author | Verschueren, Robin Diamond, Steven Boyd, Stephen Agrawal, Akshay |
| Author_xml | – sequence: 1 givenname: Akshay surname: Agrawal fullname: Agrawal, Akshay email: akshayka@cs.stanford.edu organization: Department of Electrical Engineering, Stanford University – sequence: 2 givenname: Robin surname: Verschueren fullname: Verschueren, Robin organization: Institut für Mikrosystemtechnik, Albert-Ludwigs-Universität Freiburg – sequence: 3 givenname: Steven surname: Diamond fullname: Diamond, Steven organization: Department of Electrical Engineering, Stanford University – sequence: 4 givenname: Stephen surname: Boyd fullname: Boyd, Stephen organization: Department of Electrical Engineering, Stanford University |
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| Snippet | We describe a modular rewriting system for translating optimization problems written in a domain-specific language (DSL) to forms compatible with low-level... |
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| SubjectTerms | Convex optimization domain-specific languages reductions rewriting systems |
| Title | A rewriting system for convex optimization problems |
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