quad_form: Quadratic Form

In CVXR: Disciplined Convex Optimization

Quadratic Form

Description

The quadratic form, x^TPx.

Usage

quad_form(x, P)

Arguments

x	An Expression or vector.
P	An Expression or matrix.

Value

An Expression representing the quadratic form evaluated at the input.

Examples

x <- Variable(2)
P <- rbind(c(4,0), c(0,9))
prob <- Problem(Minimize(quad_form(x,P)), list(x >= 1))
result <- solve(prob)
result$value
result$getValue(x)

A <- Variable(2,2)
c <- c(1,2)
prob <- Problem(Minimize(quad_form(c,A)), list(A >= 1))
result <- solve(prob)
result$value
result$getValue(A)

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