[Feature Request] power related convex functions
- 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