Dcp2Cone-class

.Dcp2Cone

accepts,Dcp2Cone,Problem-method

perform,Dcp2Cone,Problem-method

A <a href="/link/?package=CVXR&version=1.0-9" dcp2cone'="" data-mini-rdoc="CVXR::"></a>'>Dcp2Cone object.

object

A <a href="/link/?package=CVXR&version=1.0-9" problem'="" data-mini-rdoc="CVXR::"></a>'>Problem object.

problem

This reduction takes as input (minimization) DCP problems and converts them into problems
with affine objectives and conic constraints whose arguments are affine.

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

Anqi Fu

CVXR

Disciplined Convex Optimization

Balasubramanian Narasimhan

David W Kang

Steven Diamond

John Miller

Stephen Boyd

Paul Kunsberg Rosenfield

Dcp2Cone-class function

<ul>
<li><code>accepts</code>: A problem is accepted if it is a minimization and is DCP.</li>
<li><code>perform</code>: Converts a DCP problem to a conic form.</li>
</ul>

Dcp2Cone-class: Reduce DCP Problem to Conic Form

Description

Usage

Arguments

Methods (by generic)