A rewriting system for convex optimization problems. Issue 1 (2nd January 2018)

• Record Type: Journal Article
• Authors: Agrawal, Akshay; Verschueren, Robin; Diamond, Steven; Boyd, Stephen
• Is Part Of: Journal of control and decision. Volume 5:Issue 1(2018)
• Page Start: 42
• Page End: 60
• Publication Date: 2018-01-02
• Subjects: Convex optimization -- domain-specific languages -- rewriting systems -- reductions; Control theory -- Periodicals; Decision making -- Periodicals; Robotics -- Periodicals; 003.505
• DOI: 10.1080/23307706.2017.1397554
• Languages: English
• ISSNs: 2330-7706

Abstract

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.