Disciplined Convex-Concave Programming

Understand

In this paper we introduce disciplined convex-concave programming (DCCP), which combines the ideas of disciplined convex programming (DCP) with convex-concave programming (CCP).

• Convex-concave programming is an organized heuristic for solving nonconvex problems that involve objective and constraint functions that are a sum of a convex and a concave term.
• DCP is a structured way to define convex optimization problems, based on a family of basic convex and concave functions and a few rules for combining them.
• Problems expressed using DCP can be automatically converted to standard form and solved by a generic solver; widely used implementations include YALMIP, CVX, CVXPY, and Convex.jl.