R/210_reductions_dgp2dcp_canonicalizers_quad_form_canon.R

In CVXR: Disciplined Convex Optimization

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## DO NOT EDIT THIS FILE!! EDIT THE SOURCE INSTEAD: rsrc_tree/reductions/dgp2dcp/canonicalizers/quad_form_canon.R
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## CVXPY SOURCE: reductions/dgp2dcp/canonicalizers/quad_form_canon.py
## DGP canonicalizer for QuadForm: x^T P x -> log_sum_exp(P[i,j] + x_i + x_j)
## In log-space: log(sum_ij P_ij * x_i * x_j) = log_sum_exp(log(P_ij) + log(x_i) + log(x_j))
## Args are already in log-space, so P[i,j] + x[i] + x[j].

.dgp_quad_form_canon <- function(expr, args) {
  x <- args[[1L]]
  P <- args[[2L]]
  n <- P@shape[1L]
  elems <- list()
  for (i in seq_len(n)) {
    for (j in seq_len(n)) {
      elems <- c(elems, list(P[i, j] + x[i] + x[j]))
    }
  }
  result <- log_sum_exp(do.call(hstack, elems))
  list(result, list())
}