CVXR: PSDConstraint-class – R documentation

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PSDConstraint-class

The PSDConstraint class.

Description

This class represents the positive semidefinite constraint, \frac{1}{2}(X + X^T) \succeq 0, i.e. z^T(X + X^T)z ≥q 0 for all z.

Usage

e1 %>>% e2

e1 %<<% e2

## S4 method for signature 'Expression,Expression'
e1 %>>% e2

## S4 method for signature 'Expression,ConstVal'
e1 %>>% e2

## S4 method for signature 'ConstVal,Expression'
e1 %>>% e2

## S4 method for signature 'Expression,Expression'
e1 %<<% e2

## S4 method for signature 'Expression,ConstVal'
e1 %<<% e2

## S4 method for signature 'ConstVal,Expression'
e1 %<<% e2

PSDConstraint(expr, id = NA_integer_)

## S4 method for signature 'PSDConstraint'
name(x)

## S4 method for signature 'PSDConstraint'
is_dcp(object)

## S4 method for signature 'PSDConstraint'
is_dgp(object)

## S4 method for signature 'PSDConstraint'
residual(object)

## S4 method for signature 'PSDConstraint'
canonicalize(object)

Arguments

`e1, e2`	The Expression objects or numeric constants to compare.
`expr`	An Expression, numeric element, vector, or matrix representing X.
`id`	(Optional) A numeric value representing the constraint ID.
`x, object`	A PSDConstraint object.

Methods (by generic)

name: The string representation of the constraint.
is_dcp: The constraint is DCP if the left-hand and right-hand expressions are affine.
is_dgp: Is the constraint DGP?
residual: A Expression representing the residual of the constraint.
canonicalize: The graph implementation of the object. Marks the top level constraint as the dual_holder so the dual value will be saved to the PSDConstraint.

Slots

expr: An Expression, numeric element, vector, or matrix representing X.

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