Package: CVXR 1.0-15
Anqi Fu
CVXR: Disciplined Convex Optimization
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.
Authors:
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CVXR.pdf |CVXR.html✨
CVXR/json (API)
NEWS
| # Install 'CVXR' in R: |
| install.packages('CVXR', repos = c('https://cvxgrp.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/cvxgrp/cvxr/issues
Datasets:
Last updated 13 days agofrom:e027f8833e. Checks:OK: 3 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 07 2024 |
| R-4.5-win-x86_64 | OK | Nov 07 2024 |
| R-4.5-linux-x86_64 | OK | Nov 07 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 07 2024 |
| R-4.4-mac-x86_64 | NOTE | Nov 07 2024 |
| R-4.4-mac-aarch64 | NOTE | Nov 07 2024 |
| R-4.3-win-x86_64 | NOTE | Nov 07 2024 |
| R-4.3-mac-x86_64 | NOTE | Nov 07 2024 |
| R-4.3-mac-aarch64 | NOTE | Nov 07 2024 |
Exports:%<<%%>>%add_to_solver_blacklistas.ConstantatomsbmatCallbackParamcanonicalizeCBC_CONICCLARABELConstantconstantsconstr_valueconstraintsconstraints<-convCPLEX_CONICCPLEX_QPcummax_axiscumsum_axiscurvaturecvxr_normdiagdiffdomaindual_valuedual_value<-ECOSECOS_BBECOS.dims_to_solver_dictentreye_minus_invgeo_meanget_dataget_idget_npget_problem_dataget_spGLPKGLPK_MIgradGUROBI_CONICGUROBI_QPharmonic_meanhstackhuberidimport_solverinstalled_solversinv_posis_affineis_atom_affineis_atom_concaveis_atom_convexis_atom_log_log_affineis_atom_log_log_concaveis_atom_log_log_convexis_complexis_concaveis_constantis_convexis_dcpis_decris_dgpis_hermitianis_imagis_incris_log_log_affineis_log_log_concaveis_log_log_constantis_log_log_convexis_matrixis_mixed_integeris_negis_nonnegis_nonposis_nsdis_posis_psdis_pwlis_qpis_qpwais_quadraticis_realis_scalaris_symmetricis_vectoris_zerokl_divkroneckerlambda_maxlambda_minlambda_sum_largestlambda_sum_smallestlinearizelog_detlog_log_curvaturelog_sum_explog1plogisticmatrix_fracmatrix_tracemax_elemwisemax_entriesMaximizemin_elemwisemin_entriesMinimizemip_capablemixed_normMOSEKmultiplynamencolnegnormnorm_infnorm_nucnorm1norm2nrowobjectiveobjective<-one_minus_posOSQPp_normParameterparameterspf_eigenvaluepospowerProblemprod_entriesprojectproject_and_assignpsolvequad_formquad_over_linremove_from_solver_blacklistresetOptionsreshape_exprresidualscaleneSCSset_solver_blacklistsetIdCountersigma_maxsizesize_metricssolvesquaresum_entriessum_largestsum_smallestsum_squaresttvunpack_resultsupper_trivaluevalue<-Variablevariablesvecviolationvstack
Dependencies:bitbit64cliECOSolveRgmplatticeMatrixosqpR6RcppRcppEigenRmpfrscs
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| The NegExpression class. | -,ConstVal,Expression-method -,Expression,ConstVal-method -,Expression,Expression-method -,Expression,missing-method .NegExpression dim_from_args,NegExpression-method graph_implementation,NegExpression-method is_decr,NegExpression-method is_hermitian,NegExpression-method is_incr,NegExpression-method is_symmetric,NegExpression-method NegExpression NegExpression-class sign_from_args,NegExpression-method |
| Get the 'sparse' flag field for the LinOp object | .build_matrix_0 |
| Get the 'sparse' flag field for the LinOp object | .build_matrix_1 |
| Compute a Matrix Decomposition. | .decomp_quad |
| Perform a push back operation on the 'args' field of LinOp | .LinOp__args_push_back |
| Get the field 'dense_data' for the LinOp object | .LinOp__get_dense_data |
| Get the id field of the LinOp Object | .LinOp__get_id |
| Get the field 'size' for the LinOp object | .LinOp__get_size |
| Get the slice field of the LinOp Object | .LinOp__get_slice |
| Get the 'sparse' flag field for the LinOp object | .LinOp__get_sparse |
| Get the field named 'sparse_data' from the LinOp object | .LinOp__get_sparse_data |
| Get the field named 'type' for the LinOp object | .LinOp__get_type |
| Create a new LinOp object. | .LinOp__new |
| Set the field 'dense_data' of the LinOp object | .LinOp__set_dense_data |
| Set the field 'size' of the LinOp object | .LinOp__set_size |
| Set the slice field of the LinOp Object | .LinOp__set_slice |
| Set the flag 'sparse' of the LinOp object | .LinOp__set_sparse |
| Set the field named 'sparse_data' of the LinOp object | .LinOp__set_sparse_data |
| Set the field named 'type' for the LinOp object | .LinOp__set_type |
| Perform a push back operation on the 'size' field of LinOp | .LinOp__size_push_back |
| Perform a push back operation on the 'slice' field of LinOp | .LinOp__slice_push_back |
| Return the LinOp element at index i (0-based) | .LinOp_at_index |
| Create a new LinOpVector object. | .LinOpVector__new |
| Perform a push back operation on the 'args' field of LinOp | .LinOpVector__push_back |
| Internal method for calculating the p-norm | .p_norm |
| Get the const_to_row field of the ProblemData Object | .ProblemData__get_const_to_row |
| Get the const_vec field from the ProblemData Object | .ProblemData__get_const_vec |
| Get the I field of the ProblemData Object | .ProblemData__get_I |
| Get the id_to_col field of the ProblemData Object | .ProblemData__get_id_to_col |
| Get the J field of the ProblemData Object | .ProblemData__get_J |
| Get the V field of the ProblemData Object | .ProblemData__get_V |
| Create a new ProblemData object. | .ProblemData__new |
| Set the const_to_row map of the ProblemData Object | .ProblemData__set_const_to_row |
| Set the const_vec field in the ProblemData Object | .ProblemData__set_const_vec |
| Set the I field in the ProblemData Object | .ProblemData__set_I |
| Set the id_to_col field of the ProblemData Object | .ProblemData__set_id_to_col |
| Set the J field in the ProblemData Object | .ProblemData__set_J |
| Set the V field in the ProblemData Object | .ProblemData__set_V |
| The SpecialIndex class. | .grad,SpecialIndex-method .SpecialIndex get_data,SpecialIndex-method is_atom_log_log_concave,SpecialIndex-method is_atom_log_log_convex,SpecialIndex-method name,SpecialIndex-method SpecialIndex SpecialIndex-class [,Expression,index,index,ANY-method [,Expression,index,matrix,ANY-method [,Expression,index,missing,ANY-method [,Expression,matrix,index,ANY-method [,Expression,matrix,matrix,ANY-method [,Expression,matrix,missing,ANY-method [,Expression,missing,index,ANY-method |
| The Index class. | .Index dim_from_args,Index-method dim_from_args,SpecialIndex-method get_data,Index-method graph_implementation,Index-method Index Index-class is_atom_log_log_concave,Index-method is_atom_log_log_convex,Index-method to_numeric,Index-method to_numeric,SpecialIndex-method [,Expression,missing,missing,ANY-method [,Expression,missing,numeric,ANY-method [,Expression,numeric,missing,ANY-method [,Expression,numeric,numeric,ANY-method |
| Elementwise multiplication operator | *,ConstVal,Expression-method *,Expression,ConstVal-method *,Expression,Expression-method |
| The DivExpression class. | .DivExpression /,ConstVal,Expression-method /,Expression,ConstVal-method /,Expression,Expression-method dim_from_args,DivExpression-method DivExpression DivExpression-class graph_implementation,DivExpression-method is_atom_concave,DivExpression-method is_atom_convex,DivExpression-method is_atom_log_log_concave,DivExpression-method is_atom_log_log_convex,DivExpression-method is_decr,DivExpression-method is_incr,DivExpression-method is_qpwa,DivExpression-method is_quadratic,DivExpression-method to_numeric,DivExpression-method |
| The MulExpression class. | %*%,ConstVal,Expression-method %*%,Expression,ConstVal-method %*%,Expression,Expression-method .grad,MulExpression-method .MulExpression dim_from_args,MulExpression-method graph_implementation,MulExpression-method is_atom_concave,MulExpression-method is_atom_convex,MulExpression-method is_atom_log_log_concave,MulExpression-method is_atom_log_log_convex,MulExpression-method is_decr,MulExpression-method is_incr,MulExpression-method MulExpression MulExpression-class to_numeric,MulExpression-method |
| The PSDConstraint class. | %<<% %<<%,ConstVal,Expression-method %<<%,Expression,ConstVal-method %<<%,Expression,Expression-method %>>% %>>%,ConstVal,Expression-method %>>%,Expression,ConstVal-method %>>%,Expression,Expression-method .PSDConstraint canonicalize,PSDConstraint-method is_dcp,PSDConstraint-method is_dgp,PSDConstraint-method name,PSDConstraint-method PSDConstraint PSDConstraint-class residual,PSDConstraint-method |
| Elementwise Power | power ^ ^,Expression,numeric-method |
| The AddExpression class. | +,ConstVal,Expression-method +,Expression,ConstVal-method +,Expression,Expression-method +,Expression,missing-method .AddExpression AddExpression AddExpression-class copy,AddExpression-method dim_from_args,AddExpression-method graph_implementation,AddExpression-method is_atom_log_log_concave,AddExpression-method is_atom_log_log_convex,AddExpression-method is_hermitian,AddExpression-method is_symmetric,AddExpression-method name,AddExpression-method to_numeric,AddExpression-method |
| The IneqConstraint class | .IneqConstraint <,ConstVal,Expression-method <,Expression,ConstVal-method <,Expression,Expression-method <=,ConstVal,Expression-method <=,Expression,ConstVal-method <=,Expression,Expression-method >,ConstVal,Expression-method >,Expression,ConstVal-method >,Expression,Expression-method >=,ConstVal,Expression-method >=,Expression,ConstVal-method >=,Expression,Expression-method dim,IneqConstraint-method expr,IneqConstraint-method IneqConstraint-class is_dcp,IneqConstraint-method is_dgp,IneqConstraint-method name,IneqConstraint-method residual,IneqConstraint-method size,IneqConstraint-method |
| The EqConstraint class | .EqConstraint ==,ConstVal,Expression-method ==,Expression,ConstVal-method ==,Expression,Expression-method dim,EqConstraint-method EqConstraint-class expr,EqConstraint-method is_dcp,EqConstraint-method is_dgp,EqConstraint-method name,EqConstraint-method residual,EqConstraint-method size,EqConstraint-method |
| The Abs class. | .Abs Abs Abs-class allow_complex,Abs-method is_atom_concave,Abs-method is_atom_convex,Abs-method is_decr,Abs-method is_incr,Abs-method is_pwl,Abs-method sign_from_args,Abs-method to_numeric,Abs-method |
| Absolute Value | abs abs,Expression-method |
| Reduction Acceptance | accepts |
| The AffAtom class. | .grad,AffAtom-method AffAtom AffAtom-class allow_complex,AffAtom-method is_atom_concave,AffAtom-method is_atom_convex,AffAtom-method is_complex,AffAtom-method is_decr,AffAtom-method is_imag,AffAtom-method is_incr,AffAtom-method is_nsd,AffAtom-method is_psd,AffAtom-method is_pwl,AffAtom-method is_qpwa,AffAtom-method is_quadratic,AffAtom-method sign_from_args,AffAtom-method |
| Are the arguments affine? | are_args_affine |
| The Atom class. | allow_complex,Atom-method Atom Atom-class atoms,Atom-method canonicalize,Atom-method dim,Atom-method domain,Atom-method grad,Atom-method graph_implementation,Atom-method is_complex,Atom-method is_concave,Atom-method is_convex,Atom-method is_imag,Atom-method is_log_log_concave,Atom-method is_log_log_convex,Atom-method is_nonneg,Atom-method is_nonpos,Atom-method name,Atom-method ncol,Atom-method nrow,Atom-method validate_args,Atom-method value,Atom-method value_impl,Atom-method |
| The AxisAtom class. | .axis_grad,AxisAtom-method .column_grad,AxisAtom-method AxisAtom AxisAtom-class dim_from_args,AxisAtom-method get_data,AxisAtom-method validate_args,AxisAtom-method |
| The BinaryOperator class. | BinaryOperator BinaryOperator-class is_complex,BinaryOperator-method is_imag,BinaryOperator-method name,BinaryOperator-method sign_from_args,BinaryOperator-method to_numeric,BinaryOperator-method |
| Block Matrix | bmat |
| The CallbackParam class. | .CallbackParam CallbackParam CallbackParam-class value,CallbackParam-method |
| The Canonical class. | atoms,Canonical-method Canonical-class canonical_form,Canonical-method constants,Canonical-method expr,Canonical-method get_data,Canonical-method id,Canonical-method parameters,Canonical-method variables,Canonical-method |
| The Canonicalization class. | .Canonicalization Canonicalization-class canonicalize_expr,Canonicalization-method canonicalize_tree,Canonicalization-method invert,Canonicalization,Solution,InverseData-method perform,Canonicalization,Problem-method |
| Canonicalize | canonicalize canonical_form |
| An interface to the CBC solver | accepts,CBC_CONIC,Problem-method CBC_CONIC CBC_CONIC-class import_solver,CBC_CONIC-method invert,CBC_CONIC,list,list-method mip_capable,CBC_CONIC-method name,CBC_CONIC-method perform,CBC_CONIC,Problem-method solve_via_data,CBC_CONIC-method status_map,CBC_CONIC-method status_map_lp,CBC_CONIC-method status_map_mip,CBC_CONIC-method |
| Global Monthly and Annual Temperature Anomalies (degrees C), 1850-2015 (Relative to the 1961-1990 Mean) (May 2016) | cdiac |
| The Chain class. | .Chain accepts,Chain,Problem-method as.character,Chain-method Chain-class invert,Chain,SolutionORList,list-method perform,Chain,Problem-method |
| An interface for the CLARABEL solver | CLARABEL CLARABEL-class import_solver,CLARABEL-method invert,CLARABEL,list,list-method mip_capable,CLARABEL-method name,CLARABEL-method perform,CLARABEL,Problem-method reduction_format_constr,CLARABEL-method solve_via_data,CLARABEL-method status_map,CLARABEL-method |
| Utility method for formatting a ConeDims instance into a dictionary that can be supplied to Clarabel | CLARABEL.dims_to_solver_dict |
| Extracts the dual value for constraint starting at offset. | CLARABEL.extract_dual_value |
| Complex Numbers | complex-atoms Conj,Expression-method Im,Expression-method Re,Expression-method |
| Complex Properties | complex-methods is_complex is_imag is_real |
| Lifts complex numbers to a real representation. | accepts,Complex2Real,Problem-method Complex2Real Complex2Real-class invert,Complex2Real,Solution,InverseData-method perform,Complex2Real,Problem-method |
| Complex canonicalizer for the absolute value atom | Complex2Real.abs_canon |
| Helper function to sum arguments. | Complex2Real.add |
| Upcast 0D and 1D to 2D. | Complex2Real.at_least_2D |
| Complex canonicalizer for the binary atom | Complex2Real.binary_canon |
| Canonicalizes a Complex Expression | Complex2Real.canonicalize_expr |
| Recursively Canonicalizes a Complex Expression. | Complex2Real.canonicalize_tree |
| Complex canonicalizer for the conjugate atom | Complex2Real.conj_canon |
| Complex canonicalizer for the constant atom | Complex2Real.constant_canon |
| Complex canonicalizer for the hermitian atom | Complex2Real.hermitian_canon |
| Complex canonicalizer for the imaginary atom | Complex2Real.imag_canon |
| Helper function to combine arguments. | Complex2Real.join |
| Complex canonicalizer for the largest sum atom | Complex2Real.lambda_sum_largest_canon |
| Complex canonicalizer for the matrix fraction atom | Complex2Real.matrix_frac_canon |
| Complex canonicalizer for the non-positive atom | Complex2Real.nonpos_canon |
| Complex canonicalizer for the nuclear norm atom | Complex2Real.norm_nuc_canon |
| Complex canonicalizer for the parameter matrix atom | Complex2Real.param_canon |
| Complex canonicalizer for the p norm atom | Complex2Real.pnorm_canon |
| Complex canonicalizer for the positive semidefinite atom | Complex2Real.psd_canon |
| Complex canonicalizer for the quadratic atom | Complex2Real.quad_canon |
| Complex canonicalizer for the quadratic over linear term atom | Complex2Real.quad_over_lin_canon |
| Complex canonicalizer for the real atom | Complex2Real.real_canon |
| Complex canonicalizer for the separable atom | Complex2Real.separable_canon |
| Complex canonicalizer for the SOC atom | Complex2Real.soc_canon |
| Complex canonicalizer for the variable atom | Complex2Real.variable_canon |
| Complex canonicalizer for the zero atom | Complex2Real.zero_canon |
| Second-Order Cone Methods | cone-methods cone_sizes num_cones |
| Summary of cone dimensions present in constraints. | .ConeDims ConeDims-class |
| Construct Matrices for Linear Cone Problems | accepts,ConeMatrixStuffing,Problem-method ConeMatrixStuffing ConeMatrixStuffing-class stuffed_objective,ConeMatrixStuffing,Problem,CoeffExtractor-method |
| The ConicSolver class. | accepts,ConicSolver,Problem-method ConicSolver ConicSolver-class group_coeff_offset,ConicSolver-method invert,ConicSolver,Solution,InverseData-method reduction_format_constr,ConicSolver-method |
| Return the coefficient and offset in Ax + b. | ConicSolver.get_coeff_offset |
| Returns a sparse matrix that spaces out an expression. | ConicSolver.get_spacing_matrix |
| The Conjugate class. | .Conjugate Conjugate Conjugate-class dim_from_args,Conjugate-method is_decr,Conjugate-method is_hermitian,Conjugate-method is_incr,Conjugate-method is_symmetric,Conjugate-method to_numeric,Conjugate-method |
| The Constant class. | .Constant as.Constant canonicalize,Constant-method Constant Constant-class constants,Constant-method dim,Constant-method grad,Constant-method is_complex,Constant-method is_hermitian,Constant-method is_imag,Constant-method is_nonneg,Constant-method is_nonpos,Constant-method is_nsd,Constant-method is_pos,Constant-method is_psd,Constant-method is_symmetric,Constant-method name,Constant-method show,Constant-method value,Constant-method |
| The ConstantSolver class. | accepts,ConstantSolver,Problem-method ConstantSolver ConstantSolver-class import_solver,ConstantSolver-method invert,ConstantSolver,Solution,list-method is_installed,ConstantSolver-method mip_capable,ConstantSolver-method name,ConstantSolver-method perform,ConstantSolver,Problem-method reduction_solve,ConstantSolver,ANY-method solve_via_data,ConstantSolver-method |
| Is Constraint Violated? | constr_value |
| The Constraint class. | as.character,Constraint-method Constraint Constraint-class constr_value,Constraint-method dim,Constraint-method dual_value,Constraint-method dual_value<-,Constraint-method get_data,Constraint-method is_complex,Constraint-method is_dcp,Constraint-method is_dgp,Constraint-method is_imag,Constraint-method is_real,Constraint-method residual,Constraint-method size,Constraint-method size,ZeroConstraint-method violation,Constraint-method |
| Builds a chain that rewrites a problem into an intermediate representation suitable for numeric reductions. | construct_intermediate_chain,Problem,list-method |
| Build a reduction chain from a problem to an installed solver. | construct_solving_chain |
| Discrete Convolution | conv |
| The Conv class. | .Conv Conv Conv-class dim_from_args,Conv-method graph_implementation,Conv-method is_decr,Conv-method is_incr,Conv-method sign_from_args,Conv-method to_numeric,Conv-method validate_args,Conv-method |
| An interface for the CPLEX solver | accepts,CPLEX_CONIC,Problem-method CPLEX_CONIC CPLEX_CONIC-class import_solver,CPLEX_CONIC-method invert,CPLEX_CONIC,list,list-method mip_capable,CPLEX_CONIC-method name,CPLEX_CONIC-method perform,CPLEX_CONIC,Problem-method solve_via_data,CPLEX_CONIC-method status_map,CPLEX_CONIC-method |
| An interface for the CPLEX solver. | CPLEX_QP CPLEX_QP-class import_solver,CPLEX_QP-method invert,CPLEX_QP,list,InverseData-method mip_capable,CPLEX_QP-method name,CPLEX_QP-method solve_via_data,CPLEX_QP-method status_map,CPLEX_QP-method |
| Cumulative Maximum | cummax cummax,Expression-method cummax_axis |
| The CumMax class. | .column_grad,CumMax-method .CumMax .grad,CumMax-method CumMax CumMax-class dim_from_args,CumMax-method get_data,CumMax-method is_atom_concave,CumMax-method is_atom_convex,CumMax-method is_decr,CumMax-method is_incr,CumMax-method sign_from_args,CumMax-method to_numeric,CumMax-method |
| Cumulative Sum | cumsum cumsum,Expression-method cumsum_axis |
| The CumSum class. | .CumSum .grad,CumSum-method CumSum CumSum-class dim_from_args,CumSum-method get_data,CumSum-method graph_implementation,CumSum-method to_numeric,CumSum-method |
| Curvature of Expression | curvature curvature,Expression-method |
| Curvature of an Atom | curvature-atom is_atom_affine is_atom_affine,Atom-method is_atom_concave is_atom_concave,Atom-method is_atom_convex is_atom_convex,Atom-method is_atom_log_log_affine,Atom-method is_atom_log_log_concave,Atom-method is_atom_log_log_convex,Atom-method |
| Curvature of Composition | curvature-comp is_decr is_decr,Atom-method is_incr is_incr,Atom-method |
| Curvature Properties | curvature-methods is_affine is_concave is_constant is_convex is_pwl is_qpwa is_quadratic |
| The CvxAttr2Constr class. | CvxAttr2Constr CvxAttr2Constr-class invert,CvxAttr2Constr,Solution,list-method perform,CvxAttr2Constr,Problem-method |
| An interface for the CVXOPT solver. | accepts,CVXOPT,Problem-method CVXOPT-class import_solver,CVXOPT-method invert,CVXOPT,list,list-method mip_capable,CVXOPT-method name,CVXOPT-method perform,CVXOPT,Problem-method solve_via_data,CVXOPT-method status_map,CVXOPT-method |
| Matrix Norm (Alternative) | cvxr_norm |
| Reduce DCP Problem to Conic Form | .Dcp2Cone accepts,Dcp2Cone,Problem-method Dcp2Cone-class perform,Dcp2Cone,Problem-method |
| Dcp2Cone canonicalizer for the entropy atom | Dcp2Cone.entr_canon |
| Dcp2Cone canonicalizer for the exponential atom | Dcp2Cone.exp_canon |
| Dcp2Cone canonicalizer for the geometric mean atom | Dcp2Cone.geo_mean_canon |
| Dcp2Cone canonicalizer for the huber atom | Dcp2Cone.huber_canon |
| Dcp2Cone canonicalizer for the indicator atom | Dcp2Cone.indicator_canon |
| Dcp2Cone canonicalizer for the KL Divergence atom | Dcp2Cone.kl_div_canon |
| Dcp2Cone canonicalizer for the lambda maximization atom | Dcp2Cone.lambda_max_canon |
| Dcp2Cone canonicalizer for the largest lambda sum atom | Dcp2Cone.lambda_sum_largest_canon |
| Dcp2Cone canonicalizer for the log atom | Dcp2Cone.log_canon |
| Dcp2Cone canonicalizer for the log determinant atom | Dcp2Cone.log_det_canon |
| Dcp2Cone canonicalizer for the log sum of the exp atom | Dcp2Cone.log_sum_exp_canon |
| Dcp2Cone canonicalizer for the log 1p atom | Dcp2Cone.log1p_canon |
| Dcp2Cone canonicalizer for the logistic function atom | Dcp2Cone.logistic_canon |
| Dcp2Cone canonicalizer for the matrix fraction atom | Dcp2Cone.matrix_frac_canon |
| Dcp2Cone canonicalizer for the nuclear norm atom | Dcp2Cone.normNuc_canon |
| Dcp2Cone canonicalizer for the p norm atom | Dcp2Cone.pnorm_canon |
| Dcp2Cone canonicalizer for the power atom | Dcp2Cone.power_canon |
| Dcp2Cone canonicalizer for the quadratic form atom | Dcp2Cone.quad_form_canon |
| Dcp2Cone canonicalizer for the quadratic over linear term atom | Dcp2Cone.quad_over_lin_canon |
| Dcp2Cone canonicalizer for the sigma max atom | Dcp2Cone.sigma_max_canon |
| Reduce DGP problems to DCP problems. | accepts,Dgp2Dcp,Problem-method canonicalize_expr,Dgp2Dcp-method Dgp2Dcp Dgp2Dcp-class invert,Dgp2Dcp,Solution,InverseData-method perform,Dgp2Dcp,Problem-method |
| Dgp2Dcp canonicalizer for the addition atom | Dgp2Dcp.add_canon |
| Dgp2Dcp canonicalizer for the constant atom | Dgp2Dcp.constant_canon |
| Dgp2Dcp canonicalizer for the division atom | Dgp2Dcp.div_canon |
| Dgp2Dcp canonicalizer for the exp atom | Dgp2Dcp.exp_canon |
| Dgp2Dcp canonicalizer for the (I - X)^{-1} atom | Dgp2Dcp.eye_minus_inv_canon |
| Dgp2Dcp canonicalizer for the geometric mean atom | Dgp2Dcp.geo_mean_canon |
| Dgp2Dcp canonicalizer for the log atom | Dgp2Dcp.log_canon |
| Dgp2Dcp canonicalizer for the multiplication atom | Dgp2Dcp.mul_canon |
| Dgp2Dcp canonicalizer for the multiplication expression atom | Dgp2Dcp.mulexpression_canon |
| Dgp2Dcp canonicalizer for the non-positive constraint atom | Dgp2Dcp.nonpos_constr_canon |
| Dgp2Dcp canonicalizer for the infinite norm atom | Dgp2Dcp.norm_inf_canon |
| Dgp2Dcp canonicalizer for the 1 norm atom | Dgp2Dcp.norm1_canon |
| Dgp2Dcp canonicalizer for the 1-x atom | Dgp2Dcp.one_minus_pos_canon |
| Dgp2Dcp canonicalizer for the parameter atom | Dgp2Dcp.parameter_canon |
| Dgp2Dcp canonicalizer for the spectral radius atom | Dgp2Dcp.pf_eigenvalue_canon |
| Dgp2Dcp canonicalizer for the p norm atom | Dgp2Dcp.pnorm_canon |
| Dgp2Dcp canonicalizer for the power atom | Dgp2Dcp.power_canon |
| Dgp2Dcp canonicalizer for the product atom | Dgp2Dcp.prod_canon |
| Dgp2Dcp canonicalizer for the quadratic form atom | Dgp2Dcp.quad_form_canon |
| Dgp2Dcp canonicalizer for the quadratic over linear term atom | Dgp2Dcp.quad_over_lin_canon |
| Dgp2Dcp canonicalizer for the sum atom | Dgp2Dcp.sum_canon |
| Dgp2Dcp canonicalizer for the trace atom | Dgp2Dcp.trace_canon |
| Dgp2Dcp canonicalizer for the zero constraint atom | Dgp2Dcp.zero_constr_canon |
| DGP canonical methods class. | $,DgpCanonMethods-method .DgpCanonMethods DgpCanonMethods-class names,DgpCanonMethods-method |
| Turns an expression into a DiagVec object | Diag |
| Matrix Diagonal | diag diag,Expression-method |
| The DiagMat class. | .DiagMat DiagMat DiagMat-class dim_from_args,DiagMat-method graph_implementation,DiagMat-method is_atom_log_log_concave,DiagMat-method is_atom_log_log_convex,DiagMat-method to_numeric,DiagMat-method |
| The DiagVec class. | .DiagVec DiagVec DiagVec-class dim_from_args,DiagVec-method graph_implementation,DiagVec-method is_atom_log_log_concave,DiagVec-method is_atom_log_log_convex,DiagVec-method is_hermitian,DiagVec-method is_symmetric,DiagVec-method to_numeric,DiagVec-method |
| Takes the k-th order differences | Diff |
| Lagged and Iterated Differences | diff diff,Expression-method |
| The DiffPos atom. | DiffPos |
| Atom Dimensions | dim_from_args dim_from_args,Atom-method |
| Domain | domain |
| Direct Standardization: Population | dspop |
| Direct Standardization: Sample | dssamp |
| Get and Set Dual Value | dual_value dual_value-methods dual_value<- |
| An interface for the ECOS BB solver. | ECOS_BB ECOS_BB-class mip_capable,ECOS_BB-method name,ECOS_BB-method perform,ECOS_BB,Problem-method solve_via_data,ECOS_BB-method |
| An interface for the ECOS solver | ECOS ECOS-class import_solver,ECOS-method invert,ECOS,list,list-method mip_capable,ECOS-method name,ECOS-method perform,ECOS,Problem-method status_map,ECOS-method |
| Utility method for formatting a ConeDims instance into a dictionary that can be supplied to ECOS. | ECOS.dims_to_solver_dict |
| The Elementwise class. | dim_from_args,Elementwise-method Elementwise Elementwise-class is_symmetric,Elementwise-method validate_args,Elementwise-method |
| The EliminatePwl class. | .EliminatePwl accepts,EliminatePwl,Problem-method EliminatePwl-class |
| EliminatePwl canonicalizer for the absolute atom | EliminatePwl.abs_canon |
| EliminatePwl canonicalizer for the cumulative max atom | EliminatePwl.cummax_canon |
| EliminatePwl canonicalizer for the cumulative sum atom | EliminatePwl.cumsum_canon |
| EliminatePwl canonicalizer for the elementwise maximum atom | EliminatePwl.max_elemwise_canon |
| EliminatePwl canonicalizer for the max entries atom | EliminatePwl.max_entries_canon |
| EliminatePwl canonicalizer for the elementwise minimum atom | EliminatePwl.min_elemwise_canon |
| EliminatePwl canonicalizer for the minimum entries atom | EliminatePwl.min_entries_canon |
| EliminatePwl canonicalizer for the infinite norm atom | EliminatePwl.norm_inf_canon |
| EliminatePwl canonicalizer for the 1 norm atom | EliminatePwl.norm1_canon |
| EliminatePwl canonicalizer for the largest sum atom | EliminatePwl.sum_largest_canon |
| Entropy Function | entr entropy |
| The Entr class. | .domain,Entr-method .Entr .grad,Entr-method Entr Entr-class is_atom_concave,Entr-method is_atom_convex,Entr-method is_decr,Entr-method is_incr,Entr-method sign_from_args,Entr-method to_numeric,Entr-method |
| The EvalParams class. | EvalParams EvalParams-class invert,EvalParams,Solution,list-method perform,EvalParams,Problem-method |
| The Exp class. | .Exp .grad,Exp-method Exp Exp-class is_atom_concave,Exp-method is_atom_convex,Exp-method is_atom_log_log_concave,Exp-method is_atom_log_log_convex,Exp-method is_decr,Exp-method is_incr,Exp-method sign_from_args,Exp-method to_numeric,Exp-method |
| Natural Exponential | exp exp,Expression-method |
| The ExpCone class. | .ExpCone as.character,ExpCone-method canonicalize,ExpCone-method cone_sizes,ExpCone-method ExpCone ExpCone-class is_dcp,ExpCone-method is_dgp,ExpCone-method num_cones,ExpCone-method residual,ExpCone-method size,ExpCone-method |
| The Expression class. | as.character,Expression-method dim,Expression-method domain,Expression-method expr,Expression-method Expression Expression-class flatten,Expression-method grad,Expression-method is_affine,Expression-method is_complex,Expression-method is_concave,Expression-method is_constant,Expression-method is_convex,Expression-method is_dcp,Expression-method is_dgp,Expression-method is_hermitian,Expression-method is_imag,Expression-method is_log_log_affine,Expression-method is_log_log_concave,Expression-method is_log_log_constant,Expression-method is_log_log_convex,Expression-method is_matrix,Expression-method is_nonneg,Expression-method is_nonpos,Expression-method is_nsd,Expression-method is_psd,Expression-method is_pwl,Expression-method is_qpwa,Expression-method is_quadratic,Expression-method is_real,Expression-method is_scalar,Expression-method is_symmetric,Expression-method is_vector,Expression-method is_zero,Expression-method name,Expression-method ncol,Expression-method ndim,Expression-method nrow,Expression-method size,Expression-method value,Expression-method |
| Parts of an Expression Leaf | atoms constants expression-parts parameters variables |
| Gets a specified value of a dual variable. | extract_dual_value |
| Coalesces bool, int indices for variables. | extract_mip_idx |
| Unity Resolvent | eye_minus_inv |
| The EyeMinusInv class. | .EyeMinusInv .grad,EyeMinusInv-method dim_from_args,EyeMinusInv-method EyeMinusInv EyeMinusInv-class is_atom_concave,EyeMinusInv-method is_atom_convex,EyeMinusInv-method is_atom_log_log_concave,EyeMinusInv-method is_atom_log_log_convex,EyeMinusInv-method is_decr,EyeMinusInv-method is_incr,EyeMinusInv-method name,EyeMinusInv-method sign_from_args,EyeMinusInv-method to_numeric,EyeMinusInv-method |
| The FlipObjective class. | FlipObjective FlipObjective-class invert,FlipObjective,Solution,list-method perform,FlipObjective,Problem-method |
| Format Constraints | format_constr |
| Geometric Mean | geo_mean |
| The GeoMean class. | .domain,GeoMean-method .GeoMean .grad,GeoMean-method copy,GeoMean-method dim_from_args,GeoMean-method GeoMean GeoMean-class get_data,GeoMean-method is_atom_concave,GeoMean-method is_atom_convex,GeoMean-method is_atom_log_log_concave,GeoMean-method is_atom_log_log_convex,GeoMean-method is_decr,GeoMean-method is_incr,GeoMean-method name,GeoMean-method sign_from_args,GeoMean-method to_numeric,GeoMean-method |
| Get Expression Data | get_data |
| Gets the values of the dual variables. | get_dual_values |
| Get ID | get_id |
| Get numpy handle | get_np |
| Get Problem Data | get_problem_data |
| Get scipy handle | get_sp |
| An interface for the GLPK MI solver. | GLPK_MI GLPK_MI-class mip_capable,GLPK_MI-method name,GLPK_MI-method solve_via_data,GLPK_MI-method status_map,GLPK_MI-method |
| An interface for the GLPK solver. | GLPK GLPK-class import_solver,GLPK-method invert,GLPK,list,list-method mip_capable,GLPK-method name,GLPK-method solve_via_data,GLPK-method status_map,GLPK-method |
| Sub/Super-Gradient | grad |
| Graph Implementation | graph_implementation |
| Organize the constraints into a dictionary keyed by constraint names. | group_constraints |
| An interface for the GUROBI conic solver. | accepts,GUROBI_CONIC,Problem-method GUROBI_CONIC GUROBI_CONIC-class import_solver,GUROBI_CONIC-method invert,GUROBI_CONIC,list,list-method mip_capable,GUROBI_CONIC-method name,GUROBI_CONIC-method perform,GUROBI_CONIC,Problem-method solve_via_data,GUROBI_CONIC-method status_map,GUROBI_CONIC-method |
| An interface for the GUROBI_QP solver. | GUROBI_QP GUROBI_QP-class import_solver,GUROBI_QP-method invert,GUROBI_QP,list,InverseData-method mip_capable,GUROBI_QP-method name,GUROBI_QP-method solve_via_data,GUROBI_QP-method status_map,GUROBI_QP-method |
| Harmonic Mean | harmonic_mean |
| The HarmonicMean atom. | HarmonicMean |
| Horizontal Concatenation | hstack |
| The HStack class. | .HStack dim_from_args,HStack-method graph_implementation,HStack-method HStack HStack-class is_atom_log_log_concave,HStack-method is_atom_log_log_convex,HStack-method to_numeric,HStack-method validate_args,HStack-method |
| Huber Function | huber |
| The Huber class. | .grad,Huber-method .Huber get_data,Huber-method Huber Huber-class is_atom_concave,Huber-method is_atom_convex,Huber-method is_decr,Huber-method is_incr,Huber-method is_quadratic,Huber-method sign_from_args,Huber-method to_numeric,Huber-method validate_args,Huber-method |
| Identification Number | id |
| The Imag class. | .Imag dim_from_args,Imag-method Imag Imag-class is_complex,Imag-method is_imag,Imag-method is_symmetric,Imag-method to_numeric,Imag-method |
| Import Solver | import_solver |
| List installed solvers | add_to_solver_blacklist installed_solvers remove_from_solver_blacklist set_solver_blacklist |
| Reciprocal Function | inv_pos |
| The InverseData class. | .InverseData InverseData-class |
| Return Original Solution | invert |
| DCP Compliance | is_dcp |
| DGP Compliance | is_dgp |
| Is Problem Mixed Integer? | is_mixed_integer |
| Is Problem a QP? | is_qp |
| Is the constraint a stuffed cone constraint? | is_stuffed_cone_constraint |
| Is the objective a stuffed cone objective? | is_stuffed_cone_objective |
| Is the QP objective stuffed? | is_stuffed_qp_objective |
| Kullback-Leibler Divergence | kl_div |
| The KLDiv class. | .domain,KLDiv-method .grad,KLDiv-method .KLDiv is_atom_concave,KLDiv-method is_atom_convex,KLDiv-method is_decr,KLDiv-method is_incr,KLDiv-method KLDiv KLDiv-class sign_from_args,KLDiv-method to_numeric,KLDiv-method |
| The Kron class. | .Kron dim_from_args,Kron-method graph_implementation,Kron-method is_decr,Kron-method is_incr,Kron-method Kron Kron-class sign_from_args,Kron-method to_numeric,Kron-method validate_args,Kron-method |
| Kronecker Product | %x% kronecker kronecker,ANY,Expression-method kronecker,Expression,ANY-method |
| Maximum Eigenvalue | lambda_max |
| Minimum Eigenvalue | lambda_min |
| Sum of Largest Eigenvalues | lambda_sum_largest |
| Sum of Smallest Eigenvalues | lambda_sum_smallest |
| The LambdaMax class. | .domain,LambdaMax-method .grad,LambdaMax-method .LambdaMax dim_from_args,LambdaMax-method is_atom_concave,LambdaMax-method is_atom_convex,LambdaMax-method is_decr,LambdaMax-method is_incr,LambdaMax-method LambdaMax LambdaMax-class sign_from_args,LambdaMax-method to_numeric,LambdaMax-method validate_args,LambdaMax-method |
| The LambdaMin atom. | LambdaMin |
| The LambdaSumLargest class. | .grad,LambdaSumLargest-method .LambdaSumLargest allow_complex,LambdaSumLargest-method get_data,LambdaSumLargest-method LambdaSumLargest LambdaSumLargest-class to_numeric,LambdaSumLargest-method validate_args,LambdaSumLargest-method |
| The LambdaSumSmallest atom. | LambdaSumSmallest |
| Attributes of an Expression Leaf | is_neg is_pos leaf-attr |
| The Leaf class. | atoms,Leaf-method constants,Leaf-method dim,Leaf-method domain,Leaf-method get_data,Leaf-method is_complex,Leaf-method is_concave,Leaf-method is_convex,Leaf-method is_hermitian,Leaf-method is_imag,Leaf-method is_log_log_concave,Leaf-method is_log_log_convex,Leaf-method is_neg,Leaf-method is_nonneg,Leaf-method is_nonpos,Leaf-method is_nsd,Leaf-method is_pos,Leaf-method is_psd,Leaf-method is_pwl,Leaf-method is_quadratic,Leaf-method is_symmetric,Leaf-method Leaf Leaf-class parameters,Leaf-method project,Leaf-method project_and_assign,Leaf-method validate_val,Leaf-method value,Leaf-method value<-,Leaf-method variables,Leaf-method |
| Affine Approximation to an Expression | linearize |
| A Class Union of List and Constraint | id,ListORConstr-method ListORConstr-class |
| Log-Determinant | log_det |
| Log-Log Curvature of Expression | log_log_curvature log_log_curvature,Expression-method |
| Log-Log Curvature of an Atom | is_atom_log_log_affine is_atom_log_log_concave is_atom_log_log_convex log_log_curvature-atom |
| Log-Log Curvature Properties | is_log_log_affine is_log_log_concave is_log_log_constant is_log_log_convex log_log_curvature-methods |
| Log-Sum-Exponential | log_sum_exp |
| The Log class. | .domain,Log-method .grad,Log-method .Log is_atom_concave,Log-method is_atom_convex,Log-method is_atom_log_log_concave,Log-method is_atom_log_log_convex,Log-method is_decr,Log-method is_incr,Log-method Log Log-class sign_from_args,Log-method to_numeric,Log-method |
| Logarithms | log log,Expression-method log10 log10,Expression-method log1p log1p,Expression-method log2 log2,Expression-method |
| The Log1p class. | .domain,Log1p-method .grad,Log1p-method .Log1p Log1p Log1p-class sign_from_args,Log1p-method to_numeric,Log1p-method |
| The LogDet class. | .domain,LogDet-method .grad,LogDet-method .LogDet dim_from_args,LogDet-method is_atom_concave,LogDet-method is_atom_convex,LogDet-method is_decr,LogDet-method is_incr,LogDet-method LogDet LogDet-class sign_from_args,LogDet-method to_numeric,LogDet-method validate_args,LogDet-method |
| Logistic Function | logistic |
| The Logistic class. | .grad,Logistic-method .Logistic is_atom_concave,Logistic-method is_atom_convex,Logistic-method is_decr,Logistic-method is_incr,Logistic-method Logistic Logistic-class sign_from_args,Logistic-method to_numeric,Logistic-method |
| The LogSumExp class. | .column_grad,LogSumExp-method .grad,LogSumExp-method .LogSumExp is_atom_concave,LogSumExp-method is_atom_convex,LogSumExp-method is_decr,LogSumExp-method is_incr,LogSumExp-method LogSumExp LogSumExp-class sign_from_args,LogSumExp-method to_numeric,LogSumExp-method |
| Make a CSC sparse diagonal matrix | make_sparse_diagonal_matrix |
| Matrix Fraction | matrix_frac |
| Matrix Properties | is_hermitian is_nsd is_psd is_symmetric matrix_prop-methods |
| Matrix Trace | matrix_trace tr trace |
| The MatrixFrac class. | .domain,MatrixFrac-method .grad,MatrixFrac-method .MatrixFrac allow_complex,MatrixFrac-method dim_from_args,MatrixFrac-method is_atom_concave,MatrixFrac-method is_atom_convex,MatrixFrac-method is_decr,MatrixFrac-method is_incr,MatrixFrac-method is_qpwa,MatrixFrac-method is_quadratic,MatrixFrac-method MatrixFrac MatrixFrac-class sign_from_args,MatrixFrac-method to_numeric,MatrixFrac-method validate_args,MatrixFrac-method |
| The MatrixStuffing class. | invert,MatrixStuffing,Solution,InverseData-method MatrixStuffing MatrixStuffing-class perform,MatrixStuffing,Problem-method |
| Elementwise Maximum | max_elemwise |
| Maximum | max max.Expression max_entries |
| The MaxElemwise class. | .grad,MaxElemwise-method .MaxElemwise is_atom_concave,MaxElemwise-method is_atom_convex,MaxElemwise-method is_atom_log_log_concave,MaxElemwise-method is_atom_log_log_convex,MaxElemwise-method is_decr,MaxElemwise-method is_incr,MaxElemwise-method is_pwl,MaxElemwise-method MaxElemwise MaxElemwise-class sign_from_args,MaxElemwise-method to_numeric,MaxElemwise-method |
| The MaxEntries class. | .column_grad,MaxEntries-method .grad,MaxEntries-method .MaxEntries is_atom_concave,MaxEntries-method is_atom_convex,MaxEntries-method is_atom_log_log_concave,MaxEntries-method is_atom_log_log_convex,MaxEntries-method is_decr,MaxEntries-method is_incr,MaxEntries-method is_pwl,MaxEntries-method MaxEntries MaxEntries-class sign_from_args,MaxEntries-method to_numeric,MaxEntries-method |
| The Maximize class. | .Maximize canonicalize,Maximize-method is_dcp,Maximize-method is_dgp,Maximize-method Maximize Maximize-class |
| Arithmetic Mean | mean mean.Expression |
| Elementwise Minimum | min_elemwise |
| Minimum | min min.Expression min_entries |
| The MinElemwise class. | .grad,MinElemwise-method .MinElemwise is_atom_concave,MinElemwise-method is_atom_convex,MinElemwise-method is_atom_log_log_concave,MinElemwise-method is_atom_log_log_convex,MinElemwise-method is_decr,MinElemwise-method is_incr,MinElemwise-method is_pwl,MinElemwise-method MinElemwise MinElemwise-class sign_from_args,MinElemwise-method to_numeric,MinElemwise-method |
| The MinEntries class. | .column_grad,MinEntries-method .grad,MinEntries-method .MinEntries is_atom_concave,MinEntries-method is_atom_convex,MinEntries-method is_atom_log_log_concave,MinEntries-method is_atom_log_log_convex,MinEntries-method is_decr,MinEntries-method is_incr,MinEntries-method is_pwl,MinEntries-method MinEntries MinEntries-class sign_from_args,MinEntries-method to_numeric,MinEntries-method |
| The Minimize class. | .Minimize canonicalize,Minimize-method is_dcp,Minimize-method is_dgp,Minimize-method Minimize Minimize-class |
| Solver Capabilities | mip_capable |
| Mixed Norm | mixed_norm |
| The MixedNorm atom. | MixedNorm |
| An interface for the MOSEK solver. | accepts,MOSEK,Problem-method block_format,MOSEK-method import_solver,MOSEK-method invert,MOSEK,ANY,ANY-method mip_capable,MOSEK-method MOSEK MOSEK-class name,MOSEK-method perform,MOSEK,Problem-method solve_via_data,MOSEK-method |
| Parses MOSEK dual variables into corresponding CVXR constraints and dual values | MOSEK.parse_dual_vars |
| Recovers MOSEK solutions dual variables | MOSEK.recover_dual_variables |
| Elementwise Multiplication | * multiply |
| The Multiply class. | .Multiply dim_from_args,Multiply-method graph_implementation,Multiply-method is_atom_log_log_concave,Multiply-method is_atom_log_log_convex,Multiply-method is_nsd,Multiply-method is_psd,Multiply-method Multiply Multiply-class to_numeric,Multiply-method |
| Variable, Parameter, or Expression Name | name |
| Elementwise Negative | neg |
| An alias for -MinElemwise(x, 0) | Neg |
| The NonlinearConstraint class. | .NonlinearConstraint NonlinearConstraint NonlinearConstraint-class |
| The NonPosConstraint class | .NonPosConstraint canonicalize,NonPosConstraint-method is_dcp,NonPosConstraint-method is_dgp,NonPosConstraint-method name,NonPosConstraint-method NonPosConstraint-class residual,NonPosConstraint-method |
| The Norm atom. | Norm |
| Infinity-Norm | norm_inf |
| Nuclear Norm | norm_nuc |
| Matrix Norm | norm norm,Expression,character-method |
| 1-Norm | norm1 |
| The Norm1 class. | .column_grad,Norm1-method .domain,Norm1-method .grad,Norm1-method .Norm1 allow_complex,Norm1-method get_data,Norm1-method is_atom_concave,Norm1-method is_atom_convex,Norm1-method is_decr,Norm1-method is_incr,Norm1-method is_pwl,Norm1-method name,Norm1-method Norm1 Norm1-class sign_from_args,Norm1-method to_numeric,Norm1-method |
| Euclidean Norm | norm2 |
| The Norm2 atom. | Norm2 |
| The NormInf class. | .column_grad,NormInf-method .domain,NormInf-method .grad,NormInf-method .NormInf allow_complex,NormInf-method get_data,NormInf-method is_atom_concave,NormInf-method is_atom_convex,NormInf-method is_atom_log_log_concave,NormInf-method is_atom_log_log_convex,NormInf-method is_decr,NormInf-method is_incr,NormInf-method is_pwl,NormInf-method name,NormInf-method NormInf NormInf-class sign_from_args,NormInf-method to_numeric,NormInf-method |
| The NormNuc class. | .grad,NormNuc-method .NormNuc allow_complex,NormNuc-method dim_from_args,NormNuc-method is_atom_concave,NormNuc-method is_atom_convex,NormNuc-method is_decr,NormNuc-method is_incr,NormNuc-method NormNuc NormNuc-class sign_from_args,NormNuc-method to_numeric,NormNuc-method |
| Arithmetic Operations on Objectives | *,Maximize,numeric-method *,Minimize,numeric-method *,numeric,Maximize-method *,numeric,Minimize-method +,Maximize,Maximize-method +,Maximize,Minimize-method +,Minimize,Maximize-method +,Minimize,Minimize-method +,numeric,Objective-method +,Objective,numeric-method -,Maximize,missing-method -,Maximize,Objective-method -,Minimize,missing-method -,Minimize,Objective-method -,numeric,Objective-method -,Objective,Maximize-method -,Objective,Minimize-method -,Objective,numeric-method /,Objective,numeric-method Objective-arith |
| The Objective class. | .Objective is_qpwa,Objective-method is_quadratic,Objective-method Objective Objective-class value,Objective-method |
| Difference on Restricted Domain | one_minus_pos |
| The OneMinusPos class. | .grad,OneMinusPos-method .OneMinusPos dim_from_args,OneMinusPos-method is_atom_concave,OneMinusPos-method is_atom_convex,OneMinusPos-method is_atom_log_log_concave,OneMinusPos-method is_atom_log_log_convex,OneMinusPos-method is_decr,OneMinusPos-method is_incr,OneMinusPos-method name,OneMinusPos-method OneMinusPos OneMinusPos-class sign_from_args,OneMinusPos-method to_numeric,OneMinusPos-method |
| An interface for the OSQP solver. | import_solver,OSQP-method invert,OSQP,list,InverseData-method name,OSQP-method OSQP OSQP-class solve_via_data,OSQP-method status_map,OSQP-method |
| P-Norm | p_norm |
| The Parameter class. | .Parameter canonicalize,Parameter-method get_data,Parameter-method grad,Parameter-method name,Parameter-method Parameter Parameter-class parameters,Parameter-method value,Parameter-method value<-,Parameter-method |
| Perform Reduction | perform |
| Perron-Frobenius Eigenvalue | pf_eigenvalue |
| The PfEigenvalue class. | .grad,PfEigenvalue-method .PfEigenvalue dim_from_args,PfEigenvalue-method is_atom_concave,PfEigenvalue-method is_atom_convex,PfEigenvalue-method is_atom_log_log_concave,PfEigenvalue-method is_atom_log_log_convex,PfEigenvalue-method is_decr,PfEigenvalue-method is_incr,PfEigenvalue-method name,PfEigenvalue-method PfEigenvalue PfEigenvalue-class sign_from_args,PfEigenvalue-method to_numeric,PfEigenvalue-method |
| The Pnorm class. | .column_grad,Pnorm-method .domain,Pnorm-method .grad,Pnorm-method .Pnorm allow_complex,Pnorm-method get_data,Pnorm-method is_atom_concave,Pnorm-method is_atom_convex,Pnorm-method is_atom_log_log_concave,Pnorm-method is_atom_log_log_convex,Pnorm-method is_decr,Pnorm-method is_incr,Pnorm-method is_pwl,Pnorm-method name,Pnorm-method Pnorm Pnorm-class sign_from_args,Pnorm-method to_numeric,Pnorm-method validate_args,Pnorm-method |
| Elementwise Positive | pos |
| An alias for MaxElemwise(x, 0) | Pos |
| The Power class. | .domain,Power-method .grad,Power-method .Power copy,Power-method get_data,Power-method is_atom_concave,Power-method is_atom_convex,Power-method is_atom_log_log_concave,Power-method is_atom_log_log_convex,Power-method is_constant,Power-method is_decr,Power-method is_incr,Power-method is_qpwa,Power-method is_quadratic,Power-method name,Power-method Power Power-class sign_from_args,Power-method to_numeric,Power-method |
| Arithmetic Operations on Problems | *,numeric,Problem-method *,Problem,numeric-method +,numeric,Problem-method +,Problem,missing-method +,Problem,numeric-method +,Problem,Problem-method -,numeric,Problem-method -,Problem,missing-method -,Problem,numeric-method -,Problem,Problem-method /,Problem,numeric-method Problem-arith |
| The Problem class. | .Problem atoms,Problem-method canonicalize,Problem-method constants,Problem-method constraints,Problem-method constraints<-,Problem-method get_problem_data,Problem,character,logical-method get_problem_data,Problem,character,missing-method is_dcp,Problem-method is_dgp,Problem-method is_mixed_integer,Problem-method is_qp,Problem-method objective,Problem-method objective<-,Problem-method parameters,Problem-method Problem Problem-class size_metrics,Problem-method solver_stats,Problem-method solver_stats<-,Problem-method status,Problem-method unpack_results,Problem-method value,Problem-method value<-,Problem-method variables,Problem-method |
| Parts of a Problem | constraints constraints<- objective objective<- problem-parts size_metrics |
| Product of Entries | prod prod.Expression prod_entries |
| The ProdEntries class. | .column_grad,ProdEntries-method .grad,ProdEntries-method .ProdEntries is_atom_concave,ProdEntries-method is_atom_convex,ProdEntries-method is_atom_log_log_concave,ProdEntries-method is_atom_log_log_convex,ProdEntries-method is_decr,ProdEntries-method is_incr,ProdEntries-method ProdEntries ProdEntries-class sign_from_args,ProdEntries-method to_numeric,ProdEntries-method |
| Project Value | project project-methods project_and_assign |
| The Promote class. | .Promote dim_from_args,Promote-method get_data,Promote-method graph_implementation,Promote-method is_atom_log_log_concave,Promote-method is_atom_log_log_convex,Promote-method is_symmetric,Promote-method Promote Promote-class to_numeric,Promote-method |
| Given a problem returns a PSD constraint | psd_coeff_offset |
| The PSDWrap class. | .PSDWrap is_psd,PSDWrap-method PSDWrap PSDWrap-class |
| Solve a DCP Problem | psolve psolve,Problem-method solve solve,Problem,ANY-method |
| The Qp2SymbolicQp class. | .Qp2SymbolicQp Qp2SymbolicQp-class |
| The QpMatrixStuffing class. | QpMatrixStuffing QpMatrixStuffing-class |
| A QP solver interface. | accepts,QpSolver,Problem-method perform,QpSolver,Problem-method QpSolver-class |
| Quadratic Form | quad_form |
| Quadratic over Linear | quad_over_lin |
| The QuadForm class. | .grad,QuadForm-method .QuadForm allow_complex,QuadForm-method dim_from_args,QuadForm-method is_atom_concave,QuadForm-method is_atom_convex,QuadForm-method is_atom_log_log_concave,QuadForm-method is_atom_log_log_convex,QuadForm-method is_decr,QuadForm-method is_incr,QuadForm-method is_pwl,QuadForm-method is_quadratic,QuadForm-method name,QuadForm-method QuadForm QuadForm-class sign_from_args,QuadForm-method to_numeric,QuadForm-method validate_args,QuadForm-method |
| The QuadOverLin class. | .domain,QuadOverLin-method .grad,QuadOverLin-method .QuadOverLin allow_complex,QuadOverLin-method dim_from_args,QuadOverLin-method is_atom_concave,QuadOverLin-method is_atom_convex,QuadOverLin-method is_atom_log_log_concave,QuadOverLin-method is_atom_log_log_convex,QuadOverLin-method is_decr,QuadOverLin-method is_incr,QuadOverLin-method is_qpwa,QuadOverLin-method is_quadratic,QuadOverLin-method QuadOverLin QuadOverLin-class sign_from_args,QuadOverLin-method to_numeric,QuadOverLin-method validate_args,QuadOverLin-method |
| The Rdict class. | $,Rdict-method is.element,ANY,Rdict-method length,Rdict-method Rdict Rdict-class [,Rdict,ANY,ANY,ANY-method [<-,Rdict,ANY,ANY,ANY-method |
| The Rdictdefault class. | Rdictdefault Rdictdefault-class [,Rdictdefault,ANY,ANY,ANY-method |
| The Real class. | .Real dim_from_args,Real-method is_complex,Real-method is_imag,Real-method is_symmetric,Real-method Real Real-class to_numeric,Real-method |
| Reduce a Problem | reduce |
| The Reduction class. | accepts,Reduction,Problem-method invert,Reduction,Solution,list-method perform,Reduction,Problem-method reduce,Reduction-method Reduction-class retrieve,Reduction,Solution-method |
| The ReductionSolver class. | import_solver,ReductionSolver-method is_installed,ReductionSolver-method mip_capable,ReductionSolver-method name,ReductionSolver-method ReductionSolver-class reduction_solve,ReductionSolver,ANY-method solve_via_data,ECOS-method solve_via_data,ReductionSolver-method |
| Reset Options | resetOptions |
| Reshape an Expression | reshape reshape_expr |
| The Reshape class. | .Reshape dim_from_args,Reshape-method get_data,Reshape-method graph_implementation,Reshape-method is_atom_log_log_concave,Reshape-method is_atom_log_log_convex,Reshape-method Reshape Reshape-class to_numeric,Reshape-method validate_args,Reshape-method |
| Constraint Residual | residual residual-methods violation |
| Retrieve Solution | retrieve |
| Utility methods for special handling of semidefinite constraints. | scaled_lower_tri |
| Utility methods for special handling of semidefinite constraints. | scaled_upper_tri |
| Scalene Function | scalene |
| An interface for the SCS solver | import_solver,SCS-method invert,SCS,list,list-method mip_capable,SCS-method name,SCS-method perform,SCS,Problem-method reduction_format_constr,SCS-method SCS SCS-class solve_via_data,SCS-method status_map,SCS-method |
| Utility method for formatting a ConeDims instance into a dictionary that can be supplied to SCS. | SCS.dims_to_solver_dict |
| Extracts the dual value for constraint starting at offset. | SCS.extract_dual_value |
| Set ID Counter | setIdCounter |
| Maximum Singular Value | sigma_max |
| The SigmaMax class. | .grad,SigmaMax-method .SigmaMax allow_complex,SigmaMax-method dim_from_args,SigmaMax-method is_atom_concave,SigmaMax-method is_atom_convex,SigmaMax-method is_decr,SigmaMax-method is_incr,SigmaMax-method SigmaMax SigmaMax-class sign_from_args,SigmaMax-method to_numeric,SigmaMax-method |
| Atom Sign | sign_from_args sign_from_args,Atom-method |
| Sign Properties | is_nonneg is_nonpos is_zero sign-methods |
| Sign of Expression | sign,Expression-method |
| Size of Expression | size size,ListORExpr-method |
| Size Properties | is_matrix is_scalar is_vector size-methods |
| The SizeMetrics class. | .SizeMetrics SizeMetrics SizeMetrics-class |
| The SOC class. | .SOC as.character,SOC-method canonicalize,SOC-method cone_sizes,SOC-method format_constr,SOC-method get_data,SOC-method is_dcp,SOC-method is_dgp,SOC-method num_cones,SOC-method residual,SOC-method size,SOC-method SOC SOC-class |
| The SOCAxis class. | .SOCAxis as.character,SOCAxis-method cone_sizes,SOCAxis-method format_constr,SOCAxis-method num_cones,SOCAxis-method size,SOCAxis-method SOCAxis SOCAxis-class |
| The Solution class. | .Solution as.character,Solution-method Solution-class |
| The SolverStats class. | .SolverStats SolverStats SolverStats-class |
| The SolvingChain class. | .SolvingChain prepend,SolvingChain,Chain-method reduction_solve,SolvingChain,Problem-method reduction_solve_via_data,SolvingChain-method SolvingChain-class |
| Square Root | sqrt sqrt,Expression-method |
| Square | square square,Expression-method |
| Sum of Entries | sum sum.Expression sum_entries |
| Sum of Largest Values | sum_largest |
| Sum of Smallest Values | sum_smallest |
| Sum of Squares | sum_squares |
| The SumEntries class. | .SumEntries graph_implementation,SumEntries-method is_atom_log_log_concave,SumEntries-method is_atom_log_log_convex,SumEntries-method SumEntries SumEntries-class to_numeric,SumEntries-method |
| The SumLargest class. | .grad,SumLargest-method .SumLargest dim_from_args,SumLargest-method get_data,SumLargest-method is_atom_concave,SumLargest-method is_atom_convex,SumLargest-method is_decr,SumLargest-method is_incr,SumLargest-method sign_from_args,SumLargest-method SumLargest SumLargest-class to_numeric,SumLargest-method validate_args,SumLargest-method |
| The SumSmallest atom. | SumSmallest |
| The SumSquares atom. | SumSquares |
| The SymbolicQuadForm class. | .grad,SymbolicQuadForm-method .SymbolicQuadForm dim_from_args,SymbolicQuadForm-method get_data,SymbolicQuadForm-method is_atom_concave,SymbolicQuadForm-method is_atom_convex,SymbolicQuadForm-method is_decr,SymbolicQuadForm-method is_incr,SymbolicQuadForm-method is_quadratic,SymbolicQuadForm-method sign_from_args,SymbolicQuadForm-method SymbolicQuadForm SymbolicQuadForm-class |
| Matrix Transpose | t t,Expression-method t.Expression |
| Numeric Value of Atom | to_numeric |
| The TotalVariation atom. | TotalVariation |
| The Trace class. | .Trace dim_from_args,Trace-method graph_implementation,Trace-method is_atom_log_log_concave,Trace-method is_atom_log_log_convex,Trace-method to_numeric,Trace-method Trace Trace-class validate_args,Trace-method |
| The Transpose class. | .Transpose dim_from_args,Transpose-method get_data,Transpose-method graph_implementation,Transpose-method is_atom_log_log_concave,Transpose-method is_atom_log_log_convex,Transpose-method is_hermitian,Transpose-method is_symmetric,Transpose-method to_numeric,Transpose-method Transpose Transpose-class |
| Expands lower triangular to full matrix. | tri_to_full |
| Expands upper triangular to full matrix. | triu_to_full |
| Total Variation | total_variation tv |
| The UnaryOperator class. | name,UnaryOperator-method to_numeric,UnaryOperator-method UnaryOperator UnaryOperator-class |
| Parse output from a solver and updates problem state | unpack_results |
| Utility methods for special handling of semidefinite constraints. | updated_scaled_lower_tri |
| Upper Triangle of a Matrix | upper_tri |
| The UpperTri class. | .UpperTri dim_from_args,UpperTri-method graph_implementation,UpperTri-method is_atom_log_log_concave,UpperTri-method is_atom_log_log_convex,UpperTri-method to_numeric,UpperTri-method UpperTri UpperTri-class validate_args,UpperTri-method |
| Validate Arguments | validate_args |
| Validate Value | validate_val |
| Get or Set Value | value value-methods value<- |
| The Variable class. | .Variable as.character,Variable-method canonicalize,Variable-method grad,Variable-method name,Variable-method value,Variable-method Variable Variable-class variables,Variable-method |
| Vectorization of a Matrix | vec |
| Turns symmetric 2D array into a lower triangular matrix | vectorized_lower_tri_to_mat |
| Vertical Concatenation | vstack |
| The VStack class. | .VStack dim_from_args,VStack-method graph_implementation,VStack-method is_atom_log_log_concave,VStack-method is_atom_log_log_convex,VStack-method to_numeric,VStack-method validate_args,VStack-method VStack VStack-class |
| The Wrap class. | dim_from_args,Wrap-method graph_implementation,Wrap-method is_atom_log_log_concave,Wrap-method is_atom_log_log_convex,Wrap-method to_numeric,Wrap-method Wrap Wrap-class |
| The ZeroConstraint class | .ZeroConstraint canonicalize,ZeroConstraint-method dim,ZeroConstraint-method is_dcp,ZeroConstraint-method is_dgp,ZeroConstraint-method name,ZeroConstraint-method residual,ZeroConstraint-method ZeroConstraint-class |
