log_sum_exp: Log-Sum-Exponential

In CVXR: Disciplined Convex Optimization

Log-Sum-Exponential

Description

The natural logarithm of the sum of the elementwise exponential, \log\sum_{i=1}^n e^{x_i}.

Usage

log_sum_exp(x, axis = NA_real_, keepdims = FALSE)

Arguments

x	An Expression, vector, or matrix.
axis	(Optional) The dimension across which to apply the function: 1 indicates rows, 2 indicates columns, and NA indicates rows and columns. The default is NA.
keepdims	(Optional) Should dimensions be maintained when applying the atom along an axis? If FALSE, result will be collapsed into an n x 1 column vector. The default is FALSE.

Value

An Expression representing the log-sum-exponential of the input.

Examples

A <- Variable(2,2)
val <- cbind(c(5,7), c(0,-3))
prob <- Problem(Minimize(log_sum_exp(A)), list(A == val))
result <- solve(prob)
result$getValue(A)

CVXR documentation built on June 27, 2024, 5:11 p.m.