CVXR: quad_form – R documentation

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quad_form

Quadratic Form

Description

The quadratic form, x^TPx.

Usage

quad_form(x, P)

Arguments

`x`	An Expression or vector.
`P`	An Expression or matrix.

Value

An Expression representing the quadratic form evaluated at the input.

Examples

x <- Variable(2)
P <- rbind(c(4,0), c(0,9))
prob <- Problem(Minimize(quad_form(x,P)), list(x >= 1))
result <- solve(prob)
result$value
result$getValue(x)

A <- Variable(2,2)
c <- c(1,2)
prob <- Problem(Minimize(quad_form(c,A)), list(A >= 1))
result <- solve(prob)
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