linearize: Affine Approximation to an Expression
In CVXR: Disciplined Convex Optimization
linearize R Documentation
Affine Approximation to an Expression
Description
Gives an elementwise lower (upper) bound for convex (concave) expressions that is tight
at the current variable/parameter values. No guarantees for non-DCP expressions.
Usage
linearize(expr)
Arguments
expr
An Expression to linearize.
Details
If f and g are convex, the objective f-g can be (heuristically) minimized using the
implementation below of the convex-concave method:
for(iters in 1:N)
solve(Problem(Minimize(f - linearize(g))))
Value
An affine expression or NA if cannot be linearized.
CVXR documentation built on June 27, 2024, 5:11 p.m.
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| linearize | R Documentation |
Affine Approximation to an Expression
Description
Gives an elementwise lower (upper) bound for convex (concave) expressions that is tight at the current variable/parameter values. No guarantees for non-DCP expressions.
Usage
linearize(expr)
Arguments
expr |
An Expression to linearize. |
Details
If f and g are convex, the objective f-g can be (heuristically) minimized using the implementation below of the convex-concave method:
for(iters in 1:N)
solve(Problem(Minimize(f - linearize(g))))
Value
An affine expression or NA if cannot be linearized.
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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