Dcp2Cone.kl_div_canon

Dcp2Cone canonicalizer for the KL Divergence atom

An object-oriented modeling language for disciplined
convex programming (DCP) as described in Fu, Narasimhan, and Boyd
(2020, <doi:10.18637/jss.v094.i14>). It allows the user to
formulate convex optimization problems in a natural way following
mathematical convention and DCP rules. The system analyzes the
problem, verifies its convexity, converts it into a canonical
form, and hands it off to an appropriate solver to obtain the
solution. Interfaces to solvers on CRAN and elsewhere are
provided, both commercial and open source.

Anqi Fu

CVXR

Disciplined Convex Optimization

Balasubramanian Narasimhan

David W Kang

Steven Diamond

John Miller

Stephen Boyd

Paul Kunsberg Rosenfield

Dcp2Cone.kl_div_canon function

<dl><dt>expr</dt>
<dd>An Expression object</dd>
<dt>args</dt>
<dd>A list of Constraint objects</dd></dl>

Arguments

Dcp2Cone canonicalizer for the KL Divergence atom — Dcp2Cone.kl_div_canon

<dl>

<dt>expr</dt>
<dd>An Expression object</dd>


<dt>args</dt>
<dd>A list of Constraint objects</dd>

</dl>

Dcp2Cone.kl_div_canon: Dcp2Cone canonicalizer for the KL Divergence atom

Description

Usage

Value

Arguments