The CVX package includes the program files, the users’ guide, and the complete example library. To download it, use one of these links.
- Windows .zip file: cvx.zip (8.3MB)
- Unix .tar.gz file: cvx.tar.gz (7.4MB)
To download the user guide alone, select this link:
- User’s guide: cvx_usrguide.pdf (348KB)
Installation instructions
For most platforms, installation is relatively simple:
- If you already have an earlier version of CVX installed, remove it or move it out of the way. Never install one version on top of another.
- Unpack the .zip or .tar.gz file wherever you like; however, do not install it into Matlab’s own toolbox directory. It will create a directory called cvx/. Do not add this directory to your Matlab path yet; you will do so later.
- Start Matlab.
- At the Matlab prompt, type cd <cvxroot>, where cvxroot is the cvx/ directory that was created when the software was unpacked.
- Run the command cvx_setup to configure the software.
- When cvx_setup completes, it may ask you to save the current path
so that cvx will automatically be available when you start Matlab. If you do not do so, you will have to re-run cvx_setup every time you start Matlab.
Important: Do not add every subdirectory of CVX to your path—only those requested by the cvx_setup script.
For more detailed installation instructions, see Appendix A of the user’s guide.
System requirements
CVX is built using Matlab, and requires version 6.5 or later of Matlab to run. It is built using both native Matlab code and C MEX files. It currently supports two solvers, SDPT3 and SeDuMi, both of which are also built using a combination of Matlab and C MEX files. Precompiled binaries for Mac (Intel), Windows, and Linux are supplied with the distribution, but it should work fine with any platform that supports Matlab 6.5 or later and at least one of the solvers. See Appendix A of the user’s guide for more detials.
64-bit Windows users: you may need to install some additional Microsoft libraries to get the CVX, SeDuMi, and SDPT3 mex files to work. If you get setup errors during the cvx_setup process, go to the appropriate page below and click the “Download” button. Or you can download them proactively; there is no harm in doing so.
64-bit Linux/Windows users: CVX is supported only for 64-bit Matlab versions 7.3 and later. This is due to changes made in Matlab’s internal data structures for 64-bit platforms. We simply cannot reliably support the “old” 64-bit API and the “new” 64-bit API in the same package.
MATLAB 7.0 users: Versions 7.0.x of MATLAB (R14, R14SP1, R14SP2) reject certain CVX models, issuing syntax errors that are simply not correct. Numerical problems with version 7.0.0 and SDPT3 have also been reported. See section A.4 of the user’s guide for more details; but in short we recommend that versions 7.0.x be avoided, at least when using CVX.