Dcp2Cone.lambda_max_canon: Dcp2Cone canonicalizer for the lambda maximization atom
Description
Dcp2Cone canonicalizer for the lambda maximization atom
Usage
Dcp2Cone.lambda_max_canon(expr, args)
Value
A cone program constructed from a lambda maximization atom
where t is the objective function and a PSD constraint and a
constraint requiring I*t to be symmetric.
Arguments
- expr
An Expression object
- args
A list of Constraint objects