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CVX is Matlab-based modelling language, primarily for constructing and solving convex optimization problems. (See http://cvxr.com/cvx/ for more details.) Although installing CVX is fairly straightforward, this page summarizes the key steps. If you come across any problems or issues, please see "Questions, Comments and Common Problems" below.
Installing Matlab
If you already have MATLAB installed, you may skip this step.
Matlab is available for free for current students at MIT from IS&T. Please follow the installation instructions from IS&T that can be found here . If you've never used MATLAB before, there are some beginner tutorials and other info .
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