lambda_max: Maximum Eigenvalue

In anqif/CVXR: Disciplined Convex Optimization

Maximum Eigenvalue

Description

The maximum eigenvalue of a matrix, \lambda_{\max}(A).

Usage

lambda_max(A)

Arguments

A	An Expression or matrix.

Value

An Expression representing the maximum eigenvalue of the input.

Examples

A <- Variable(2,2)
prob <- Problem(Minimize(lambda_max(A)), list(A >= 2))
result <- solve(prob)
result$value
result$getValue(A)

obj <- Maximize(A[2,1] - A[1,2])
prob <- Problem(obj, list(lambda_max(A) <= 100, A[1,1] == 2, A[2,2] == 2, A[2,1] == 2))
result <- solve(prob)
result$value
result$getValue(A)

anqif/CVXR documentation built on Feb. 6, 2024, 4:28 a.m.