Abstract
We present a composition rule involving quasiconvex functions that generalizes the classical composition rule for convex functions. This rule complements well-known rules for the curvature of quasiconvex functions under increasing functions and pointwise maximums. We refer to the class of optimization problems generated by these rules, along with a base set of quasiconvex and quasiconcave functions, as disciplined quasiconvex programs. Disciplined quasiconvex programming generalizes disciplined convex programming, the class of optimization problems targeted by most modern domain-specific languages for convex optimization. We describe an implementation of disciplined quasiconvex programming that makes it possible to specify and solve quasiconvex programs in CVXPY 1.0.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have