CVXR (version 1.0)

Maximize-class: The Maximize class.

Description

This class represents an optimization objective for maximization.

Usage

Maximize(expr)
# S4 method for Maximize
canonicalize(object)
# S4 method for Maximize
is_dcp(object)
# S4 method for Maximize
is_dgp(object)

Arguments

expr

A scalar '>Expression to maximize.

object

A '>Maximize object.

Methods (by generic)

• canonicalize: Negates the target expression's objective.

• is_dcp: A logical value indicating whether the objective is concave.

• is_dgp: A logical value indicating whether the objective is log-log concave.

Slots

expr

A scalar '>Expression to maximize.

Examples

# NOT RUN {
x <- Variable(3)
alpha <- c(0.8,1.0,1.2)
obj <- sum(log(alpha + x))
constr <- list(x >= 0, sum(x) == 1)
prob <- Problem(Maximize(obj), constr)
result <- solve(prob)
result$value
result$getValue(x)
# }