Package: CVXR 1.0-14

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:Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], David W Kang [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]

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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'))

Peer review:

Bug tracker:https://github.com/cvxgrp/cvxr/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • cdiac - Global Monthly and Annual Temperature Anomalies
  • dspop - Direct Standardization: Population
  • dssamp - Direct Standardization: Sample

On CRAN:

12.70 score 204 stars 51 packages 550 scripts 8.2k downloads 3 mentions 166 exports 13 dependencies

Last updated 4 months agofrom:b3cdd37d9f. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 13 2024
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R-4.5-linux-x86_64NOTEOct 13 2024
R-4.4-win-x86_64NOTEOct 13 2024
R-4.4-mac-x86_64NOTEOct 13 2024
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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:bitbit64clarabelECOSolveRgmplatticeMatrixosqpR6RcppRcppEigenRmpfrscs

Disciplined Convex Optimization in R

Rendered fromcvxr_intro.Rmdusingknitr::rmarkdownon Oct 13 2024.

Last update: 2024-05-31
Started: 2017-11-13

Version 1.0

Rendered fromversion1.Rmdusingknitr::rmarkdownon Oct 13 2024.

Last update: 2020-01-29
Started: 2019-11-27

Readme and manuals

Help Manual

Help pageTopics
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 Powerpower ^ ^,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 Valueabs abs,Expression-method
Reduction Acceptanceaccepts
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 Matrixbmat
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
Canonicalizecanonicalize canonical_form
An interface to the CBC solveraccepts,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 solverCLARABEL 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 ClarabelCLARABEL.dims_to_solver_dict
Extracts the dual value for constraint starting at offset.CLARABEL.extract_dual_value
Complex Numberscomplex-atoms Conj,Expression-method Im,Expression-method Re,Expression-method
Complex Propertiescomplex-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 atomComplex2Real.abs_canon
Helper function to sum arguments.Complex2Real.add
Upcast 0D and 1D to 2D.Complex2Real.at_least_2D
Complex canonicalizer for the binary atomComplex2Real.binary_canon
Canonicalizes a Complex ExpressionComplex2Real.canonicalize_expr
Recursively Canonicalizes a Complex Expression.Complex2Real.canonicalize_tree
Complex canonicalizer for the conjugate atomComplex2Real.conj_canon
Complex canonicalizer for the constant atomComplex2Real.constant_canon
Complex canonicalizer for the hermitian atomComplex2Real.hermitian_canon
Complex canonicalizer for the imaginary atomComplex2Real.imag_canon
Helper function to combine arguments.Complex2Real.join
Complex canonicalizer for the largest sum atomComplex2Real.lambda_sum_largest_canon
Complex canonicalizer for the matrix fraction atomComplex2Real.matrix_frac_canon
Complex canonicalizer for the non-positive atomComplex2Real.nonpos_canon
Complex canonicalizer for the nuclear norm atomComplex2Real.norm_nuc_canon
Complex canonicalizer for the parameter matrix atomComplex2Real.param_canon
Complex canonicalizer for the p norm atomComplex2Real.pnorm_canon
Complex canonicalizer for the positive semidefinite atomComplex2Real.psd_canon
Complex canonicalizer for the quadratic atomComplex2Real.quad_canon
Complex canonicalizer for the quadratic over linear term atomComplex2Real.quad_over_lin_canon
Complex canonicalizer for the real atomComplex2Real.real_canon
Complex canonicalizer for the separable atomComplex2Real.separable_canon
Complex canonicalizer for the SOC atomComplex2Real.soc_canon
Complex canonicalizer for the variable atomComplex2Real.variable_canon
Complex canonicalizer for the zero atomComplex2Real.zero_canon
Second-Order Cone Methodscone-methods cone_sizes num_cones
Summary of cone dimensions present in constraints..ConeDims ConeDims-class
Construct Matrices for Linear Cone Problemsaccepts,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 Convolutionconv
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 solveraccepts,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 Maximumcummax 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 Sumcumsum 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 Expressioncurvature curvature,Expression-method
Curvature of an Atomcurvature-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 Compositioncurvature-comp is_decr is_decr,Atom-method is_incr is_incr,Atom-method
Curvature Propertiescurvature-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 atomDcp2Cone.entr_canon
Dcp2Cone canonicalizer for the exponential atomDcp2Cone.exp_canon
Dcp2Cone canonicalizer for the geometric mean atomDcp2Cone.geo_mean_canon
Dcp2Cone canonicalizer for the huber atomDcp2Cone.huber_canon
Dcp2Cone canonicalizer for the indicator atomDcp2Cone.indicator_canon
Dcp2Cone canonicalizer for the KL Divergence atomDcp2Cone.kl_div_canon
Dcp2Cone canonicalizer for the lambda maximization atomDcp2Cone.lambda_max_canon
Dcp2Cone canonicalizer for the largest lambda sum atomDcp2Cone.lambda_sum_largest_canon
Dcp2Cone canonicalizer for the log atomDcp2Cone.log_canon
Dcp2Cone canonicalizer for the log determinant atomDcp2Cone.log_det_canon
Dcp2Cone canonicalizer for the log sum of the exp atomDcp2Cone.log_sum_exp_canon
Dcp2Cone canonicalizer for the log 1p atomDcp2Cone.log1p_canon
Dcp2Cone canonicalizer for the logistic function atomDcp2Cone.logistic_canon
Dcp2Cone canonicalizer for the matrix fraction atomDcp2Cone.matrix_frac_canon
Dcp2Cone canonicalizer for the nuclear norm atomDcp2Cone.normNuc_canon
Dcp2Cone canonicalizer for the p norm atomDcp2Cone.pnorm_canon
Dcp2Cone canonicalizer for the power atomDcp2Cone.power_canon
Dcp2Cone canonicalizer for the quadratic form atomDcp2Cone.quad_form_canon
Dcp2Cone canonicalizer for the quadratic over linear term atomDcp2Cone.quad_over_lin_canon
Dcp2Cone canonicalizer for the sigma max atomDcp2Cone.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 atomDgp2Dcp.add_canon
Dgp2Dcp canonicalizer for the constant atomDgp2Dcp.constant_canon
Dgp2Dcp canonicalizer for the division atomDgp2Dcp.div_canon
Dgp2Dcp canonicalizer for the exp atomDgp2Dcp.exp_canon
Dgp2Dcp canonicalizer for the (I - X)^{-1} atomDgp2Dcp.eye_minus_inv_canon
Dgp2Dcp canonicalizer for the geometric mean atomDgp2Dcp.geo_mean_canon
Dgp2Dcp canonicalizer for the log atomDgp2Dcp.log_canon
Dgp2Dcp canonicalizer for the multiplication atomDgp2Dcp.mul_canon
Dgp2Dcp canonicalizer for the multiplication expression atomDgp2Dcp.mulexpression_canon
Dgp2Dcp canonicalizer for the non-positive constraint atomDgp2Dcp.nonpos_constr_canon
Dgp2Dcp canonicalizer for the infinite norm atomDgp2Dcp.norm_inf_canon
Dgp2Dcp canonicalizer for the 1 norm atomDgp2Dcp.norm1_canon
Dgp2Dcp canonicalizer for the 1-x atomDgp2Dcp.one_minus_pos_canon
Dgp2Dcp canonicalizer for the parameter atomDgp2Dcp.parameter_canon
Dgp2Dcp canonicalizer for the spectral radius atomDgp2Dcp.pf_eigenvalue_canon
Dgp2Dcp canonicalizer for the p norm atomDgp2Dcp.pnorm_canon
Dgp2Dcp canonicalizer for the power atomDgp2Dcp.power_canon
Dgp2Dcp canonicalizer for the product atomDgp2Dcp.prod_canon
Dgp2Dcp canonicalizer for the quadratic form atomDgp2Dcp.quad_form_canon
Dgp2Dcp canonicalizer for the quadratic over linear term atomDgp2Dcp.quad_over_lin_canon
Dgp2Dcp canonicalizer for the sum atomDgp2Dcp.sum_canon
Dgp2Dcp canonicalizer for the trace atomDgp2Dcp.trace_canon
Dgp2Dcp canonicalizer for the zero constraint atomDgp2Dcp.zero_constr_canon
DGP canonical methods class.$,DgpCanonMethods-method .DgpCanonMethods DgpCanonMethods-class names,DgpCanonMethods-method
Turns an expression into a DiagVec objectDiag
Matrix Diagonaldiag 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 differencesDiff
Lagged and Iterated Differencesdiff diff,Expression-method
The DiffPos atom.DiffPos
Atom Dimensionsdim_from_args dim_from_args,Atom-method
Domaindomain
Direct Standardization: Populationdspop
Direct Standardization: Sampledssamp
Get and Set Dual Valuedual_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 solverECOS 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 atomEliminatePwl.abs_canon
EliminatePwl canonicalizer for the cumulative max atomEliminatePwl.cummax_canon
EliminatePwl canonicalizer for the cumulative sum atomEliminatePwl.cumsum_canon
EliminatePwl canonicalizer for the elementwise maximum atomEliminatePwl.max_elemwise_canon
EliminatePwl canonicalizer for the max entries atomEliminatePwl.max_entries_canon
EliminatePwl canonicalizer for the elementwise minimum atomEliminatePwl.min_elemwise_canon
EliminatePwl canonicalizer for the minimum entries atomEliminatePwl.min_entries_canon
EliminatePwl canonicalizer for the infinite norm atomEliminatePwl.norm_inf_canon
EliminatePwl canonicalizer for the 1 norm atomEliminatePwl.norm1_canon
EliminatePwl canonicalizer for the largest sum atomEliminatePwl.sum_largest_canon
Entropy Functionentr 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 Exponentialexp 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 Leafatoms 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 Resolventeye_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 Constraintsformat_constr
Geometric Meangeo_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 Dataget_data
Gets the values of the dual variables.get_dual_values
Get IDget_id
Get numpy handleget_np
Get Problem Dataget_problem_data
Get scipy handleget_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-Gradientgrad
Graph Implementationgraph_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 Meanharmonic_mean
The HarmonicMean atom.HarmonicMean
Horizontal Concatenationhstack
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 Functionhuber
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 Numberid
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 Solverimport_solver
List installed solversadd_to_solver_blacklist installed_solvers remove_from_solver_blacklist set_solver_blacklist
Reciprocal Functioninv_pos
The InverseData class..InverseData InverseData-class
Return Original Solutioninvert
DCP Complianceis_dcp
DGP Complianceis_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 Divergencekl_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 Eigenvaluelambda_max
Minimum Eigenvaluelambda_min
Sum of Largest Eigenvalueslambda_sum_largest
Sum of Smallest Eigenvalueslambda_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 Leafis_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 Expressionlinearize
A Class Union of List and Constraintid,ListORConstr-method ListORConstr-class
Log-Determinantlog_det
Log-Log Curvature of Expressionlog_log_curvature log_log_curvature,Expression-method
Log-Log Curvature of an Atomis_atom_log_log_affine is_atom_log_log_concave is_atom_log_log_convex log_log_curvature-atom
Log-Log Curvature Propertiesis_log_log_affine is_log_log_concave is_log_log_constant is_log_log_convex log_log_curvature-methods
Log-Sum-Exponentiallog_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
Logarithmslog 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 Functionlogistic
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 matrixmake_sparse_diagonal_matrix
Matrix Fractionmatrix_frac
Matrix Propertiesis_hermitian is_nsd is_psd is_symmetric matrix_prop-methods
Matrix Tracematrix_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 Maximummax_elemwise
Maximummax 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 Meanmean mean.Expression
Elementwise Minimummin_elemwise
Minimummin 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 Capabilitiesmip_capable
Mixed Normmixed_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 valuesMOSEK.parse_dual_vars
Recovers MOSEK solutions dual variablesMOSEK.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 Namename
Elementwise Negativeneg
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-Normnorm_inf
Nuclear Normnorm_nuc
Matrix Normnorm norm,Expression,character-method
1-Normnorm1
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 Normnorm2
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 Domainone_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-Normp_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 Reductionperform
Perron-Frobenius Eigenvaluepf_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 Positivepos
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 Problemconstraints constraints<- objective objective<- problem-parts size_metrics
Product of Entriesprod 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 Valueproject 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 constraintpsd_coeff_offset
The PSDWrap class..PSDWrap is_psd,PSDWrap-method PSDWrap PSDWrap-class
Solve a DCP Problempsolve 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 Formquad_form
Quadratic over Linearquad_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 Problemreduce
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 OptionsresetOptions
Reshape an Expressionreshape 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 Residualresidual residual-methods violation
Retrieve Solutionretrieve
Utility methods for special handling of semidefinite constraints.scaled_lower_tri
Utility methods for special handling of semidefinite constraints.scaled_upper_tri
Scalene Functionscalene
An interface for the SCS solverimport_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 CountersetIdCounter
Maximum Singular Valuesigma_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 Signsign_from_args sign_from_args,Atom-method
Sign Propertiesis_nonneg is_nonpos is_zero sign-methods
Sign of Expressionsign,Expression-method
Size of Expressionsize size,ListORExpr-method
Size Propertiesis_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 Rootsqrt sqrt,Expression-method
Squaresquare square,Expression-method
Sum of Entriessum sum.Expression sum_entries
Sum of Largest Valuessum_largest
Sum of Smallest Valuessum_smallest
Sum of Squaressum_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 Transposet t,Expression-method t.Expression
Numeric Value of Atomto_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 Variationtotal_variation tv
The UnaryOperator class.name,UnaryOperator-method to_numeric,UnaryOperator-method UnaryOperator UnaryOperator-class
Parse output from a solver and updates problem stateunpack_results
Utility methods for special handling of semidefinite constraints.updated_scaled_lower_tri
Upper Triangle of a Matrixupper_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 Argumentsvalidate_args
Validate Valuevalidate_val
Get or Set Valuevalue 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 Matrixvec
Turns symmetric 2D array into a lower triangular matrixvectorized_lower_tri_to_mat
Vertical Concatenationvstack
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