R/171_reductions_dcp2cone_canonicalizers_xexp_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/xexp_canon.R
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## CVXPY SOURCE: reductions/dcp2cone/canonicalizers/xexp_canon.py
## x*exp(x) -> t via ExpCone + power_approx for x^2 bound


xexp_canon <- function(expr, args, solver_context = NULL) {
  x <- args[[1L]]
  u <- Variable(shape = expr@shape, nonneg = TRUE)
  t <- Variable(shape = expr@shape, nonneg = TRUE)
  power_expr <- power(x, 2)
  power_result <- power_approx_canon(power_expr, power_expr@args)
  power_obj <- power_result[[1L]]
  constraints <- power_result[[2L]]

  constraints <- c(constraints, list(ExpCone(u, x, t), u >= power_obj, x >= 0))
  list(t, constraints)
}

method(dcp_canonicalize, Xexp) <- xexp_canon
method(has_dcp_canon, Xexp) <- function(expr) TRUE