SCPCVX is an interface for "Sequential Convex Programming" (SCP) methods using CVX package.
It aims to provide an easy-to-use interface for solving nonconvex optimization problems with linear objective function, smooth nonlinear equality constraints and additional convex constraints (which are supported by CVX package). This interface is developing at ESAT/SCD and OPTEC, K.U.Leuven by Quoc Tran Dinh (under the supervision of Prof. Moritz Diehl). The current version is pre-alpha.
Download SCPCVX:
Manual for SCPCVX
- scpcvx-guide.pdf (not available yet).




