CVXR (version 1.9.1)

pf_eigenvalue: Perron-Frobenius eigenvalue of a positive matrix

Description

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

Usage

pf_eigenvalue(X)

Value

A PfEigenvalue atom (scalar)

Arguments

X

An Expression (positive square matrix)

Examples

X <- Variable(c(2, 2), pos = TRUE)
prob <- Problem(Minimize(pf_eigenvalue(X)),
                list(X[1,1] >= 0.1, X[2,2] >= 0.1))
if (FALSE) psolve(prob, gp = TRUE)