CVXR (version 1.9.1)

eye_minus_inv: Unity resolvent (I - X) inverse for positive square matrix X

Description

Log-log convex atom for DGP. Solve with psolve(problem, gp = TRUE).

Usage

eye_minus_inv(X)

Value

An EyeMinusInv atom

Arguments

X

An Expression (positive square matrix with spectral radius < 1)

Examples

X <- Variable(c(2, 2), pos = TRUE)
prob <- Problem(Minimize(sum(eye_minus_inv(X))), list(X <= 0.4))
if (FALSE) psolve(prob, gp = TRUE, solver = "SCS")