jump-dev / jump-dev/Convex.jl

[Feature Request] power related convex functions

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#297 4 comments 1 reaction 0 assignees View on GitHub
feature request
Dominant language
Julia
Stars
595
Forks
124
Avg merge
4h 38m
Merged PRs (30d)
2

Description

Hi.

CVX supports power-related functions:
* pow_abs(x,p) = |x|^p
* pow_pos(x,p) = max{x,0}^p
* pow_p(x,p)
http://cvxr.com/cvx/doc/funcref.html

These functions are often used for financial problems, like portfolio optimization.

I think these functions are important and useful, but current Convex.jl haven't supported them yet.
https://convexjl.readthedocs.io/en/latest/operations.html

I request to support the functions.

Contributor guide

No contributing guide indexed for this repository

Research direction

Start by comparing the requested pow_abs, pow_pos, and pow_p definitions in the linked CVX function reference with Convex.jl's operations documentation. Identify the relevant operation entry points and existing tests, then determine the supported domains, convexity rules, and solver behavior needed for the feature. Done means the functions are documented and covered by tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
tooling
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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