SnapVX: a network-based convex optimization solver

MaRDI QIDQ5361267zbMATH OpenFDO

Authors David Hallac, Christopher A. Wong, Steven Diamond, Abhijit Sharang, Rok Sosič, Jure Leskovec, Stephen Boyd

Publication date 27 September 2017

Full work available at URL https://arxiv.org/abs/1509.06397, http://jmlr.csail.mit.edu/papers/v18/15-492.html

zbMATH Keywords

ADMMconvex optimizationdata mininggraphsnetwork analytics

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04) Convex programming (90C25)

Abstract: SnapVX is a high-performance Python solver for convex optimization problems defined on networks. For these problems, it provides a fast and scalable solution with guaranteed global convergence. SnapVX combines the capabilities of two open source software packages: Snap.py and CVXPY. Snap.py is a large scale graph processing library, and CVXPY provides a general modeling framework for small-scale subproblems. SnapVX offers a customizable yet easy-to-use interface with out-of-the-box functionality. Based on the Alternating Direction Method of Multipliers (ADMM), it is able to efficiently store, analyze, and solve large optimization problems from a variety of different applications. Documentation, examples, and more can be found on the SnapVX website at http://snap.stanford.edu/snapvx.

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Cited in

(9)

• A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
• CVXPY: a Python-embedded modeling language for convex optimization
• SnapVX
• Solving Fused Penalty Estimation Problems via Block Splitting Algorithms
• CVXGEN: a code generator for embedded convex optimization
• scientific article; zbMATH DE number 7370577 (Why is no real title available?)
• Snake: A Stochastic Proximal Gradient Algorithm for Regularized Problems Over Large Graphs
• Non-convex optimization problems with linear KKT subsystem
• On the design of linear time varying model predictive control for trajectory stabilization

Describes a project that uses

Uses Software

• SNAP
• Mosek
• ECOS
• KNITRO
• CVXOPT
• SeDuMi
• CVXPY

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