Dcp2Cone.lambda_max_canon | R Documentation |
Dcp2Cone canonicalizer for the lambda maximization atom
Dcp2Cone.lambda_max_canon(expr, args)
expr |
An Expression object |
args |
A list of Constraint objects |
A cone program constructed from a lambda maximization atom where t is the objective function and a PSD constraint and a constraint requiring I*t to be symmetric.
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