Man pages for CVXR
Disciplined Convex Optimization

absAbsolute Value
Abs-classThe Abs class.
acceptsReduction Acceptance
AddExpression-classThe AddExpression class.
AffAtom-classThe AffAtom class.
are_args_affineAre the arguments affine?
Atom-classThe Atom class.
AxisAtom-classThe AxisAtom class.
BinaryOperator-classThe BinaryOperator class.
bmatBlock Matrix
CallbackParam-classThe CallbackParam class.
Canonical-classThe Canonical class.
Canonicalization-classThe Canonicalization class.
canonicalizeCanonicalize
CBC_CONIC-classAn interface to the CBC solver
cdiacGlobal Monthly and Annual Temperature Anomalies (degrees C),...
Chain-classThe Chain class.
Complex2Real.abs_canonComplex canonicalizer for the absolute value atom
Complex2Real.addHelper function to sum arguments.
Complex2Real.at_least_2DUpcast 0D and 1D to 2D.
Complex2Real.binary_canonComplex canonicalizer for the binary atom
Complex2Real.canonicalize_exprCanonicalizes a Complex Expression
Complex2Real.canonicalize_treeRecursively Canonicalizes a Complex Expression.
Complex2Real-classLifts complex numbers to a real representation.
Complex2Real.conj_canonComplex canonicalizer for the conjugate atom
Complex2Real.constant_canonComplex canonicalizer for the constant atom
Complex2Real.hermitian_canonComplex canonicalizer for the hermitian atom
Complex2Real.imag_canonComplex canonicalizer for the imaginary atom
Complex2Real.joinHelper function to combine arguments.
Complex2Real.lambda_sum_largest_canonComplex canonicalizer for the largest sum atom
Complex2Real.matrix_frac_canonComplex canonicalizer for the matrix fraction atom
Complex2Real.nonpos_canonComplex canonicalizer for the non-positive atom
Complex2Real.norm_nuc_canonComplex canonicalizer for the nuclear norm atom
Complex2Real.param_canonComplex canonicalizer for the parameter matrix atom
Complex2Real.pnorm_canonComplex canonicalizer for the p norm atom
Complex2Real.psd_canonComplex canonicalizer for the positive semidefinite atom
Complex2Real.quad_canonComplex canonicalizer for the quadratic atom
Complex2Real.quad_over_lin_canonComplex canonicalizer for the quadratic over linear term atom
Complex2Real.real_canonComplex canonicalizer for the real atom
Complex2Real.separable_canonComplex canonicalizer for the separable atom
Complex2Real.soc_canonComplex canonicalizer for the SOC atom
Complex2Real.variable_canonComplex canonicalizer for the variable atom
Complex2Real.zero_canonComplex canonicalizer for the zero atom
complex-atomsComplex Numbers
complex-methodsComplex Properties
ConeDims-classSummary of cone dimensions present in constraints.
ConeMatrixStuffing-classConstruct Matrices for Linear Cone Problems
cone-methodsSecond-Order Cone Methods
ConicSolver-classThe ConicSolver class.
ConicSolver.get_coeff_offsetReturn the coefficient and offset in Ax + b.
ConicSolver.get_spacing_matrixReturns a sparse matrix that spaces out an expression.
Conjugate-classThe Conjugate class.
Constant-classThe Constant class.
ConstantSolver-classThe ConstantSolver class.
Constraint-classThe Constraint class.
construct_intermediate_chain-Problem-list-methodBuilds a chain that rewrites a problem into an intermediate...
construct_solving_chainBuild a reduction chain from a problem to an installed...
constr_valueIs Constraint Violated?
convDiscrete Convolution
Conv-classThe Conv class.
CPLEX_CONIC-classAn interface for the CPLEX solver
CPLEX_QP-classAn interface for the CPLEX solver.
cummax_axisCumulative Maximum
CumMax-classThe CumMax class.
cumsum_axisCumulative Sum
CumSum-classThe CumSum class.
curvatureCurvature of Expression
curvature-atomCurvature of an Atom
curvature-compCurvature of Composition
curvature-methodsCurvature Properties
CvxAttr2Constr-classThe CvxAttr2Constr class.
CVXOPT-classAn interface for the CVXOPT solver.
cvxr_normMatrix Norm (Alternative)
CVXR-packageCVXR: Disciplined Convex Optimization in R
Dcp2Cone-classReduce DCP Problem to Conic Form
Dcp2Cone.entr_canonDcp2Cone canonicalizer for the entropy atom
Dcp2Cone.exp_canonDcp2Cone canonicalizer for the exponential atom
Dcp2Cone.geo_mean_canonDcp2Cone canonicalizer for the geometric mean atom
Dcp2Cone.huber_canonDcp2Cone canonicalizer for the huber atom
Dcp2Cone.indicator_canonDcp2Cone canonicalizer for the indicator atom
Dcp2Cone.kl_div_canonDcp2Cone canonicalizer for the KL Divergence atom
Dcp2Cone.lambda_max_canonDcp2Cone canonicalizer for the lambda maximization atom
Dcp2Cone.lambda_sum_largest_canonDcp2Cone canonicalizer for the largest lambda sum atom
Dcp2Cone.log1p_canonDcp2Cone canonicalizer for the log 1p atom
Dcp2Cone.log_canonDcp2Cone canonicalizer for the log atom
Dcp2Cone.log_det_canonDcp2Cone canonicalizer for the log determinant atom
Dcp2Cone.logistic_canonDcp2Cone canonicalizer for the logistic function atom
Dcp2Cone.log_sum_exp_canonDcp2Cone canonicalizer for the log sum of the exp atom
Dcp2Cone.matrix_frac_canonDcp2Cone canonicalizer for the matrix fraction atom
Dcp2Cone.normNuc_canonDcp2Cone canonicalizer for the nuclear norm atom
Dcp2Cone.pnorm_canonDcp2Cone canonicalizer for the p norm atom
Dcp2Cone.power_canonDcp2Cone canonicalizer for the power atom
Dcp2Cone.quad_form_canonDcp2Cone canonicalizer for the quadratic form atom
Dcp2Cone.quad_over_lin_canonDcp2Cone canonicalizer for the quadratic over linear term...
Dcp2Cone.sigma_max_canonDcp2Cone canonicalizer for the sigma max atom
Dgp2Dcp.add_canonDgp2Dcp canonicalizer for the addition atom
Dgp2Dcp-classReduce DGP problems to DCP problems.
Dgp2Dcp.constant_canonDgp2Dcp canonicalizer for the constant atom
Dgp2Dcp.div_canonDgp2Dcp canonicalizer for the division atom
Dgp2Dcp.exp_canonDgp2Dcp canonicalizer for the exp atom
Dgp2Dcp.eye_minus_inv_canonDgp2Dcp canonicalizer for the (I - X)^-1 atom
Dgp2Dcp.geo_mean_canonDgp2Dcp canonicalizer for the geometric mean atom
Dgp2Dcp.log_canonDgp2Dcp canonicalizer for the log atom
Dgp2Dcp.mul_canonDgp2Dcp canonicalizer for the multiplication atom
Dgp2Dcp.mulexpression_canonDgp2Dcp canonicalizer for the multiplication expression atom
Dgp2Dcp.nonpos_constr_canonDgp2Dcp canonicalizer for the non-positive constraint atom
Dgp2Dcp.norm1_canonDgp2Dcp canonicalizer for the 1 norm atom
Dgp2Dcp.norm_inf_canonDgp2Dcp canonicalizer for the infinite norm atom
Dgp2Dcp.one_minus_pos_canonDgp2Dcp canonicalizer for the 1-x atom
Dgp2Dcp.parameter_canonDgp2Dcp canonicalizer for the parameter atom
Dgp2Dcp.pf_eigenvalue_canonDgp2Dcp canonicalizer for the spectral radius atom
Dgp2Dcp.pnorm_canonDgp2Dcp canonicalizer for the p norm atom
Dgp2Dcp.power_canonDgp2Dcp canonicalizer for the power atom
Dgp2Dcp.prod_canonDgp2Dcp canonicalizer for the product atom
Dgp2Dcp.quad_form_canonDgp2Dcp canonicalizer for the quadratic form atom
Dgp2Dcp.quad_over_lin_canonDgp2Dcp canonicalizer for the quadratic over linear term atom
Dgp2Dcp.sum_canonDgp2Dcp canonicalizer for the sum atom
Dgp2Dcp.trace_canonDgp2Dcp canonicalizer for the trace atom
Dgp2Dcp.zero_constr_canonDgp2Dcp canonicalizer for the zero constraint atom
DgpCanonMethods-classDGP canonical methods class.
diagMatrix Diagonal
Diag-intTurns an expression into a DiagVec object
DiagMat-classThe DiagMat class.
DiagVec-classThe DiagVec class.
diffLagged and Iterated Differences
Diff-intTakes the k-th order differences
DiffPosThe DiffPos atom.
dim_from_argsAtom Dimensions
DivExpression-classThe DivExpression class.
domainDomain
dot-build_matrix_0Get the 'sparse' flag field for the LinOp object
dot-build_matrix_1Get the 'sparse' flag field for the LinOp object
dot-decomp_quadCompute a Matrix Decomposition.
dot-LinOp__args_push_backPerform a push back operation on the 'args' field of LinOp
dot-LinOp_at_indexReturn the LinOp element at index i (0-based)
dot-LinOp__get_dense_dataGet the field 'dense_data' for the LinOp object
dot-LinOp__get_idGet the id field of the LinOp Object
dot-LinOp__get_sizeGet the field 'size' for the LinOp object
dot-LinOp__get_sliceGet the slice field of the LinOp Object
dot-LinOp__get_sparseGet the 'sparse' flag field for the LinOp object
dot-LinOp__get_sparse_dataGet the field named 'sparse_data' from the LinOp object
dot-LinOp__get_typeGet the field named 'type' for the LinOp object
dot-LinOp__newCreate a new LinOp object.
dot-LinOp__set_dense_dataSet the field 'dense_data' of the LinOp object
dot-LinOp__set_sizeSet the field 'size' of the LinOp object
dot-LinOp__set_sliceSet the slice field of the LinOp Object
dot-LinOp__set_sparseSet the flag 'sparse' of the LinOp object
dot-LinOp__set_sparse_dataSet the field named 'sparse_data' of the LinOp object
dot-LinOp__set_typeSet the field named 'type' for the LinOp object
dot-LinOp__size_push_backPerform a push back operation on the 'size' field of LinOp
dot-LinOp__slice_push_backPerform a push back operation on the 'slice' field of LinOp
dot-LinOpVector__newCreate a new LinOpVector object.
dot-LinOpVector__push_backPerform a push back operation on the 'args' field of LinOp
dot-p_normInternal method for calculating the p-norm
dot-ProblemData__get_const_to_rowGet the const_to_row field of the ProblemData Object
dot-ProblemData__get_const_vecGet the const_vec field from the ProblemData Object
dot-ProblemData__get_IGet the I field of the ProblemData Object
dot-ProblemData__get_id_to_colGet the id_to_col field of the ProblemData Object
dot-ProblemData__get_JGet the J field of the ProblemData Object
dot-ProblemData__get_VGet the V field of the ProblemData Object
dot-ProblemData__newCreate a new ProblemData object.
dot-ProblemData__set_const_to_rowSet the const_to_row map of the ProblemData Object
dot-ProblemData__set_const_vecSet the const_vec field in the ProblemData Object
dot-ProblemData__set_ISet the I field in the ProblemData Object
dot-ProblemData__set_id_to_colSet the id_to_col field of the ProblemData Object
dot-ProblemData__set_JSet the J field in the ProblemData Object
dot-ProblemData__set_VSet the V field in the ProblemData Object
dspopDirect Standardization: Population
dssampDirect Standardization: Sample
dual_value-methodsGet and Set Dual Value
ECOS_BB-classAn interface for the ECOS BB solver.
ECOS-classAn interface for the ECOS solver
ECOS.dims_to_solver_dictUtility method for formatting a ConeDims instance into a...
Elementwise-classThe Elementwise class.
EliminatePwl.abs_canonEliminatePwl canonicalizer for the absolute atom
EliminatePwl-classThe EliminatePwl class.
EliminatePwl.cummax_canonEliminatePwl canonicalizer for the cumulative max atom
EliminatePwl.cumsum_canonEliminatePwl canonicalizer for the cumulative sum atom
EliminatePwl.max_elemwise_canonEliminatePwl canonicalizer for the elementwise maximum atom
EliminatePwl.max_entries_canonEliminatePwl canonicalizer for the max entries atom
EliminatePwl.min_elemwise_canonEliminatePwl canonicalizer for the elementwise minimum atom
EliminatePwl.min_entries_canonEliminatePwl canonicalizer for the minimum entries atom
EliminatePwl.norm1_canonEliminatePwl canonicalizer for the 1 norm atom
EliminatePwl.norm_inf_canonEliminatePwl canonicalizer for the infinite norm atom
EliminatePwl.sum_largest_canonEliminatePwl canonicalizer for the largest sum atom
entrEntropy Function
Entr-classThe Entr class.
EqConstraint-classThe EqConstraint class
EvalParams-classThe EvalParams class.
expNatural Exponential
Exp-classThe Exp class.
ExpCone-classThe ExpCone class.
Expression-classThe Expression class.
expression-partsParts of an Expression Leaf
extract_dual_valueGets a specified value of a dual variable.
extract_mip_idxCoalesces bool, int indices for variables.
eye_minus_invUnity Resolvent
EyeMinusInv-classThe EyeMinusInv class.
FlipObjective-classThe FlipObjective class.
format_constrFormat Constraints
geo_meanGeometric Mean
GeoMean-classThe GeoMean class.
get_dataGet Expression Data
get_dual_valuesGets the values of the dual variables.
get_idGet ID
get_npGet numpy handle
get_problem_dataGet Problem Data
get_spGet scipy handle
GLPK-classAn interface for the GLPK solver.
GLPK_MI-classAn interface for the GLPK MI solver.
gradSub/Super-Gradient
graph_implementationGraph Implementation
group_constraintsOrganize the constraints into a dictionary keyed by...
GUROBI_CONIC-classAn interface for the GUROBI conic solver.
GUROBI_QP-classAn interface for the GUROBI_QP solver.
harmonic_meanHarmonic Mean
HarmonicMeanThe HarmonicMean atom.
hstackHorizontal Concatenation
HStack-classThe HStack class.
huberHuber Function
Huber-classThe Huber class.
idIdentification Number
Imag-classThe Imag class.
import_solverImport Solver
Index-classThe Index class.
IneqConstraint-classThe IneqConstraint class
installed_solversList installed solvers
InverseData-classThe InverseData class.
invertReturn Original Solution
inv_posReciprocal Function
is_dcpDCP Compliance
is_dgpDGP Compliance
is_mixed_integerIs Problem Mixed Integer?
is_qpIs Problem a QP?
is_stuffed_cone_constraintIs the constraint a stuffed cone constraint?
is_stuffed_cone_objectiveIs the objective a stuffed cone objective?
is_stuffed_qp_objectiveIs the QP objective stuffed?
kl_divKullback-Leibler Divergence
KLDiv-classThe KLDiv class.
Kron-classThe Kron class.
kroneckerKronecker Product
lambda_maxMaximum Eigenvalue
LambdaMax-classThe LambdaMax class.
lambda_minMinimum Eigenvalue
LambdaMinThe LambdaMin atom.
lambda_sum_largestSum of Largest Eigenvalues
LambdaSumLargest-classThe LambdaSumLargest class.
lambda_sum_smallestSum of Smallest Eigenvalues
LambdaSumSmallestThe LambdaSumSmallest atom.
leaf-attrAttributes of an Expression Leaf
Leaf-classThe Leaf class.
linearizeAffine Approximation to an Expression
ListORConstr-classA Class Union of List and Constraint
logLogarithms
Log1p-classThe Log1p class.
Log-classThe Log class.
log_detLog-Determinant
LogDet-classThe LogDet class.
logisticLogistic Function
Logistic-classThe Logistic class.
log_log_curvatureLog-Log Curvature of Expression
log_log_curvature-atomLog-Log Curvature of an Atom
log_log_curvature-methodsLog-Log Curvature Properties
log_sum_expLog-Sum-Exponential
LogSumExp-classThe LogSumExp class.
matrix_fracMatrix Fraction
MatrixFrac-classThe MatrixFrac class.
matrix_prop-methodsMatrix Properties
MatrixStuffing-classThe MatrixStuffing class.
matrix_traceMatrix Trace
max_elemwiseElementwise Maximum
MaxElemwise-classThe MaxElemwise class.
max_entriesMaximum
MaxEntries-classThe MaxEntries class.
Maximize-classThe Maximize class.
meanArithmetic Mean
min_elemwiseElementwise Minimum
MinElemwise-classThe MinElemwise class.
min_entriesMinimum
MinEntries-classThe MinEntries class.
Minimize-classThe Minimize class.
mip_capableSolver Capabilities
mixed_normMixed Norm
MixedNormThe MixedNorm atom.
MOSEK-classAn interface for the MOSEK solver.
MOSEK.parse_dual_varsParses MOSEK dual variables into corresponding CVXR...
MOSEK.recover_dual_variablesRecovers MOSEK solutions dual variables
mul_elemwiseElementwise multiplication operator
MulExpression-classThe MulExpression class.
multiplyElementwise Multiplication
Multiply-classThe Multiply class.
nameVariable, Parameter, or Expression Name
negElementwise Negative
NegExpression-classThe NegExpression class.
Neg-intAn alias for -MinElemwise(x, 0)
NonlinearConstraint-classThe NonlinearConstraint class.
NonPosConstraint-classThe NonPosConstraint class
normMatrix Norm
norm11-Norm
Norm1-classThe Norm1 class.
norm2Euclidean Norm
Norm2-atomThe Norm2 atom.
Norm-atomThe Norm atom.
norm_infInfinity-Norm
NormInf-classThe NormInf class.
norm_nucNuclear Norm
NormNuc-classThe NormNuc class.
Objective-arithArithmetic Operations on Objectives
Objective-classThe Objective class.
one_minus_posDifference on Restricted Domain
OneMinusPos-classThe OneMinusPos class.
OSQP-classAn interface for the OSQP solver.
Parameter-classThe Parameter class.
performPerform Reduction
pf_eigenvaluePerron-Frobenius Eigenvalue
PfEigenvalue-classThe PfEigenvalue class.
p_normP-Norm
Pnorm-classThe Pnorm class.
posElementwise Positive
Pos-intAn alias for MaxElemwise(x, 0)
powerElementwise Power
Power-classThe Power class.
Problem-arithArithmetic Operations on Problems
Problem-classThe Problem class.
problem-partsParts of a Problem
prod_entriesProduct of Entries
ProdEntries-classThe ProdEntries class.
project-methodsProject Value
Promote-classThe Promote class.
psd_coeff_offsetGiven a problem returns a PSD constrain
PSDConstraint-classThe PSDConstraint class.
PSDWrap-classThe PSDWrap class.
psolveSolve a DCP Problem
Qp2SymbolicQp-classThe Qp2SymbolicQp class.
QpMatrixStuffing-classThe QpMatrixStuffing class.
QpSolver-classA QP solver interface.
quad_formQuadratic Form
QuadForm-classThe QuadForm class.
quad_over_linQuadratic over Linear
QuadOverLin-classThe QuadOverLin class.
Rdict-classThe Rdict class.
Rdictdefault-classThe Rdictdefault class.
Real-classThe Real class.
reduceReduce a Problem
Reduction-classThe Reduction class.
ReductionSolver-classThe ReductionSolver class.
resetOptionsReset Options
Reshape-classThe Reshape class.
reshape_exprReshape an Expression
residual-methodsConstraint Residual
retrieveRetrieve Solution
scaled_lower_triUtility methods for special handling of semidefinite...
scaleneScalene Function
SCS-classAn interface for the SCS solver
SCS.dims_to_solver_dictUtility method for formatting a ConeDims instance into a...
SCS.extract_dual_valueExtracts the dual value for constraint starting at offset.
setIdCounterSet ID Counter
sigma_maxMaximum Singular Value
SigmaMax-classThe SigmaMax class.
signSign of Expression
sign_from_argsAtom Sign
sign-methodsSign Properties
sizeSize of Expression
size-methodsSize Properties
SizeMetrics-classThe SizeMetrics class.
SOCAxis-classThe SOCAxis class.
SOC-classThe SOC class.
Solution-classThe Solution class.
SolverStats-classThe SolverStats class.
SolvingChain-classThe SolvingChain class.
SpecialIndex-classThe SpecialIndex class.
sqrtSquare Root
squareSquare
sum_entriesSum of Entries
SumEntries-classThe SumEntries class.
sum_largestSum of Largest Values
SumLargest-classThe SumLargest class.
sum_smallestSum of Smallest Values
SumSmallestThe SumSmallest atom.
sum_squaresSum of Squares
SumSquaresThe SumSquares atom.
SymbolicQuadForm-classThe SymbolicQuadForm class.
to_numericNumeric Value of Atom
TotalVariationThe TotalVariation atom.
Trace-classThe Trace class.
transposeMatrix Transpose
Transpose-classThe Transpose class.
tri_to_fullExpands lower triangular to full matrix.
tvTotal Variation
UnaryOperator-classThe UnaryOperator class.
unpack_resultsParse output from a solver and updates problem state
upper_triUpper Triangle of a Matrix
UpperTri-classThe UpperTri class.
validate_argsValidate Arguments
validate_valValidate Value
value-methodsGet or Set Value
Variable-classThe Variable class.
vecVectorization of a Matrix
vectorized_lower_tri_to_matTurns symmetric 2D array into a lower triangular matrix
vstackVertical Concatenation
VStack-classThe VStack class.
Wrap-classThe Wrap class.
ZeroConstraint-classThe ZeroConstraint class
CVXR documentation built on Oct. 31, 2022, 1:07 a.m.