CVX is a Matlab-based modeling system for convex optimization. CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax.
我们从最新版本cvx 3.0的安装、注册和实例讲起，对自己最新文章中的一个算法进行验证。
1、CVX 3.0 安装
CVX 3.0 beta是最新版本，支持多个平台，附下载地址。
注意3.0版本和2.X版本不兼容，只能下载安装其一，如果已安装任意版本均需要卸载才能安装新版本。
（1）下载zip文件后，解压缩至任意地址，如D:\Download\cvx-w64
（2）打开matlab将当前文件位置改到D:\Download\cvx-w64\cvx
（3）matlab 命令行中输入命令
cvx_setup安装正常后信息显示如下
>> cvx_setup
---------------------------------------------------------------------------
CVX: Software for Disciplined Convex Programming (c)2014 CVX Research
Version 2.1, Build 1110 (66e9a9c) Wed Jun 10 21:43:38 2015
---------------------------------------------------------------------------
Installation info:
Path: D:\Download\cvx-w64\cvx
MATLAB version: 8.3 (R2014a)
OS: Windows 7 amd64 version 6.1
Java version: 1.7.0_11
Verfying CVX directory contents:
No missing files.
Preferences: none found; defaults loaded.
License host:
Username: user
Host ID: 64006a58e9ad (eth3)
Installed license:
No license installed.
No valid licenses found.
Click here to fill out an academic license request
for the username and first hostid listed above.
---------------------------------------------------------------------------
Setting CVX paths...done.
Saving updated path...done.
Searching for solvers...5 shims found.
2 solvers initialized (* = default):
* SDPT3 4.0 {cvx}\sdpt3
SeDuMi 1.34 {cvx}\sedumi
3 solvers skipped:
GLPK
Could not find a GLPK installation.
Gurobi {cvx}\gurobi\w64
No valid Gurobi license was found. (Please note that this
license is *not the same* as the CVX license; it must be
obtained directly from Gurobi Optimization.) If you do have
a Gurobi license, the the Gurobi MEX file could not find it.
Please consult the Gurobi documentation for assistance.
Mosek unknown {cvx}\mosek\w64
A CVX Professional license is required.
Saving updated preferences...done.
Testing with a simple model...done!
---------------------------------------------------------------------------
To change the default solver, type "cvx_solver <solver_name>".
To save this change for future sessions, type "cvx_save_prefs".
Please consult the users' guide for more information.
---------------------------------------------------------------------------（4）敲入
cvx_version可看到还没完成注册
>> cvx_version
---------------------------------------------------------------------------
CVX: Software for Disciplined Convex Programming (c)2014 CVX Research
Version 2.1, Build 1110 (66e9a9c) Wed Jun 10 21:43:38 2015
---------------------------------------------------------------------------
Installation info:
Path: D:\Download\cvx-w64\cvx
MATLAB version: 8.3 (R2014a)
OS: Windows 7 amd64 version 6.1
Java version: 1.7.0_11
Verfying CVX directory contents:
No missing files.
Preferences:
Path: C:\Users\user\AppData\Roaming\MathWorks\MATLAB\cvx_prefs.mat
License host:
Username: user
Host ID: 64006a58e9ad (eth3)
Installed license:
No license installed.
No valid licenses found.
Click here to fill out an academic license request
for the username and first hostid listed above.
---------------------------------------------------------------------------2、CVX 3.0 注册
（1）在此地址进行注册申请注册，如果有高效邮箱是可以申请免费试用的。
以“Academic license request”为例，填写一些很基本的信息，其中需要在此部分
中填写刚才上一个代码段的信息
License host:
Username: user
Host ID: 64006a58e9ad (eth3)（2）然后在自己邮箱中接收邮件，将附件cvx_license随意另存个位置，如D:\Download\cvx_license.dat
（3）matlab命令行中输入
cvx_setup D:/Download/cvx_license.dat顺利注册后的信息如下
>> cvx_setup D:/Download/cvx_license.dat
---------------------------------------------------------------------------
CVX: Software for Disciplined Convex Programming (c)2014 CVX Research
Version 2.1, Build 1110 (66e9a9c) Wed Jun 10 21:43:38 2015
---------------------------------------------------------------------------
Installation info:
Path: D:\Download\cvx-w64\cvx
MATLAB version: 8.3 (R2014a)
OS: Windows 7 amd64 version 6.1
Java version: 1.7.0_11
Verfying CVX directory contents:
No missing files.
Preferences:
Path: C:\Users\user\AppData\Roaming\MathWorks\MATLAB\cvx_prefs.mat
License host:
Username: user
Host ID: 64006a58e9ad (eth3)
Installed license:
No license installed.
Installing license:
File: D:/Download/cvx_license.dat
Organization: ******** university， P.R.China
Contact: ** **** (********@***.edu.cn)
License type: academic
Named user: user
Host ID: 64006a58e9ad
Expiration: 2017-05-17 (364 days remaining)
Status: verified
---------------------------------------------------------------------------
Setting CVX paths...already set!
Searching for solvers...5 shims found.
3 solvers initialized (* = default):
Mosek 7.1.0.12 {cvx}\mosek\w64
* SDPT3 4.0 {cvx}\sdpt3
SeDuMi 1.34 {cvx}\sedumi
2 solvers skipped:
GLPK
Could not find a GLPK installation.
Gurobi {cvx}\gurobi\w64
No valid Gurobi license was found. (Please note that this
license is *not the same* as the CVX license; it must be
obtained directly from Gurobi Optimization.) If you do have
a Gurobi license, the the Gurobi MEX file could not find it.
Please consult the Gurobi documentation for assistance.
Saving updated preferences...done.
Testing with a simple model...done!
---------------------------------------------------------------------------
To change the default solver, type "cvx_solver <solver_name>".
To save this change for future sessions, type "cvx_save_prefs".
Please consult the users' guide for more information.
---------------------------------------------------------------------------3、例程
官网上有个很简单的小案例
4、备注
最后特别提醒下，cvx工具箱只能解决特定形式的问题，如对于包含除号的目标函数，就无能为力了，即使你证明了这个OP是凸的，这时可以考虑使用fmincon函数。