CVXR: scalene – R documentation

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scalene

Scalene Function

Description

The elementwise weighted sum of the positive and negative portions of an expression, α\max(x_i,0) - β\min(x_i,0). This is equivalent to alpha*pos(x) + beta*neg(x).

Usage

scalene(x, alpha, beta)

Arguments

`x`	An Expression, vector, or matrix.
`alpha`	The weight on the positive portion of `x`.
`beta`	The weight on othe negative portion of `x`.

Value

An Expression representing the scalene function evaluated at the input.

Examples

## Not run: 
A <- Variable(2,2)
val <- cbind(c(-5,2), c(-3,1))
prob <- Problem(Minimize(scalene(A,2,3)[1,1]), list(A == val))
result <- solve(prob)
result$value
result$getValue(scalene(A, 0.7, 0.3))

## End(Not run)

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