Dcp2Cone.lambda_sum_largest_canon: Dcp2Cone canonicalizer for the largest lambda sum atom
In CVXR: Disciplined Convex Optimization
Dcp2Cone.lambda_sum_largest_canon R Documentation
Dcp2Cone canonicalizer for the largest lambda sum atom
Description
Dcp2Cone canonicalizer for the largest lambda sum atom
Usage
Dcp2Cone.lambda_sum_largest_canon(expr, args)
Arguments
expr
An Expression object
args
A list of Constraint objects
Value
A cone program constructed from a lambda sum of the k
largest elements atom where k*t + trace(Z) is the objective function.
t denotes the variable subject to constraints and Z is a PSD matrix variable
whose dimensions consist of the length of the vector at hand. The constraints
require the the diagonal matrix of the vector to be symmetric and PSD.
CVXR documentation built on Oct. 31, 2022, 1:07 a.m.
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| Dcp2Cone.lambda_sum_largest_canon | R Documentation |
Dcp2Cone canonicalizer for the largest lambda sum atom
Description
Dcp2Cone canonicalizer for the largest lambda sum atom
Usage
Dcp2Cone.lambda_sum_largest_canon(expr, args)
Arguments
expr |
An Expression object |
args |
A list of Constraint objects |
Value
A cone program constructed from a lambda sum of the k largest elements atom where k*t + trace(Z) is the objective function. t denotes the variable subject to constraints and Z is a PSD matrix variable whose dimensions consist of the length of the vector at hand. The constraints require the the diagonal matrix of the vector to be symmetric and PSD.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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