Dcp2Cone.lambda_sum_largest_canon: Dcp2Cone canonicalizer for the largest lambda sum atom
In anqif/CVXR: Disciplined Convex Optimization
Dcp2Cone.lambda_sum_largest_canon R Documentation
Dcp2Cone canonicalizer for the largest lambda sum atom
Description
Dcp2Cone canonicalizer for the largest lambda sum atom
Usage
Dcp2Cone.lambda_sum_largest_canon(expr, args)
Arguments
expr
An Expression object
args
A list of Constraint objects
Value
A cone program constructed from a lambda sum of the k
largest elements atom where k*t + trace(Z) is the objective function.
t denotes the variable subject to constraints and Z is a PSD matrix variable
whose dimensions consist of the length of the vector at hand. The constraints
require the the diagonal matrix of the vector to be symmetric and PSD.
anqif/CVXR documentation built on Feb. 6, 2024, 4:28 a.m.
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| Dcp2Cone.lambda_sum_largest_canon | R Documentation |
Dcp2Cone canonicalizer for the largest lambda sum atom
Description
Dcp2Cone canonicalizer for the largest lambda sum atom
Usage
Dcp2Cone.lambda_sum_largest_canon(expr, args)
Arguments
expr |
An Expression object |
args |
A list of Constraint objects |
Value
A cone program constructed from a lambda sum of the k largest elements atom where k*t + trace(Z) is the objective function. t denotes the variable subject to constraints and Z is a PSD matrix variable whose dimensions consist of the length of the vector at hand. The constraints require the the diagonal matrix of the vector to be symmetric and PSD.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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