R/154_reductions_dcp2cone_canonicalizers_kl_div_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/kl_div_canon.R
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## CVXPY SOURCE: reductions/dcp2cone/canonicalizers/kl_div_canon.py
## kl_div(x, y) = y - x - t where ExpCone(t, x, y)


kl_div_canon <- function(expr, args, solver_context = NULL) {
  shape <- expr@shape
  x <- cvxr_promote(args[[1L]], shape)
  y <- cvxr_promote(args[[2L]], shape)
  t <- Variable(shape = shape)
  constraints <- list(ExpCone(t, x, y))
  obj <- y - x - t
  list(obj, constraints)
}

method(dcp_canonicalize, KlDiv) <- kl_div_canon
method(has_dcp_canon, KlDiv) <- function(expr) TRUE