{
  "id": "1709.04494",
  "version": "v1",
  "published": "2017-09-13T18:31:24.000Z",
  "updated": "2017-09-13T18:31:24.000Z",
  "title": "A Rewriting System for Convex Optimization Problems",
  "authors": [
    "Akshay Agrawal",
    "Robin Verschueren",
    "Steven Diamond",
    "Stephen Boyd"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-09-13T18:31:24.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "convex optimization problems",
      "rewriting system",
      "domain-specific language",
      "low-level solver interfaces",
      "translating optimization problems written"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}