R/149_reductions_dcp2cone_canonicalizers_abs_canon.R

In CVXR: Disciplined Convex Optimization

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## DO NOT EDIT THIS FILE!! EDIT THE SOURCE INSTEAD: rsrc_tree/reductions/dcp2cone/canonicalizers/abs_canon.R
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## CVXPY SOURCE: reductions/eliminate_pwl/canonicalizers/abs_canon.py
## |x| -> t where t >= x, t >= -x


abs_canon <- function(expr, args, solver_context = NULL) {
  x <- args[[1L]]
  bounds <- get_expr_bounds_if_supported(expr, solver_context)
  t <- Variable(shape = .shape(expr), bounds = bounds)
  constraints <- list(t >= x, t >= -x)
  ## CVXPY abs_canon: initialize the epigraph variable so a DNLP that uses abs
  ## has every variable initialized (t = |x| at the incumbent point).
  if (!is.null(value(expr))) value(t) <- value(expr)
  list(t, constraints)
}

method(dcp_canonicalize, Abs) <- abs_canon
method(has_dcp_canon, Abs) <- function(expr) TRUE