Dcp2Cone canonicalizer for the lambda maximization atom

Dcp2Cone canonicalizer for the lambda maximization atom

Dcp2Cone.lambda_max_canon(expr, args)

Arguments

expr

An Expression object

args

A list of Constraint objects

Value

A cone program constructed from a lambda maximization atom where t is the objective function and a PSD constraint and a constraint requiring I*t to be symmetric.