CVXR: eye_minus_inv – R documentation

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eye_minus_inv

Unity Resolvent

Description

The unity resolvent of a positive matrix. For an elementwise positive matrix X, this atom represents (I - X)^{-1}, and it enforces the constraint that the spectral radius of X is at most 1.

Usage

eye_minus_inv(X)

Arguments

`X`	An Expression or positive square matrix.

Details

This atom is log-log convex.

Value

An Expression representing the unity resolvent of the input.

Examples

A <- Variable(2,2, pos = TRUE)
prob <- Problem(Minimize(matrix_trace(A)), list(eye_minus_inv(A) <=1))
result <- solve(prob, gp = TRUE)
result$value
result$getValue(A)

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