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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