CVXR: Dcp2Cone.lambda_max_canon – R documentation

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Dcp2Cone.lambda_max_canon

Dcp2Cone canonicalizer for the lambda maximization atom

Description

Dcp2Cone canonicalizer for the lambda maximization atom

Usage

Dcp2Cone.lambda_max_canon(expr, args)

Arguments

`expr`	An Expression object
`args`	A list of Constraint objects

Value

A cone program constructed from a lambda maximization atom where t is the objective function and a PSD constraint and a constraint requiring I*t to be symmetric.

CVXR

Disciplined Convex Optimization

v1.0-10

Apache License 2.0 | file LICENSE

Authors

Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], David W Kang [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]

Initial release