The PSDConstraint class. — %>>% • CVXR

This class represents the positive semidefinite constraint, \(\frac{1}{2}(X + X^T) \succeq 0\), i.e. \(z^T(X + X^T)z \geq 0\) for all \(z\).

e1 %>>% e2

e1 %<<% e2

# S4 method for Expression,Expression
%&gt;&gt;%(e1, e2)

# S4 method for Expression,ConstVal
%&gt;&gt;%(e1, e2)

# S4 method for ConstVal,Expression
%&gt;&gt;%(e1, e2)

# S4 method for Expression,Expression
%&lt;&lt;%(e1, e2)

# S4 method for Expression,ConstVal
%&lt;&lt;%(e1, e2)

# S4 method for ConstVal,Expression
%&lt;&lt;%(e1, e2)

PSDConstraint(expr, id = NA_integer_)

# S4 method for PSDConstraint
name(x)

# S4 method for PSDConstraint
is_dcp(object)

# S4 method for PSDConstraint
is_dgp(object)

# S4 method for PSDConstraint
residual(object)

# S4 method for PSDConstraint
canonicalize(object)

Arguments

e1, e2: The Expression objects or numeric constants to compare.
expr: An Expression, numeric element, vector, or matrix representing \(X\).
id: (Optional) A numeric value representing the constraint ID.
x, object: A PSDConstraint object.

Methods (by generic)

name(PSDConstraint): The string representation of the constraint.
is_dcp(PSDConstraint): The constraint is DCP if the left-hand and right-hand expressions are affine.
is_dgp(PSDConstraint): Is the constraint DGP?
residual(PSDConstraint): A Expression representing the residual of the constraint.
canonicalize(PSDConstraint): The graph implementation of the object. Marks the top level constraint as the dual_holder so the dual value will be saved to the PSDConstraint.

Slots

expr: An Expression, numeric element, vector, or matrix representing \(X\).