Gives an elementwise lower (upper) bound for convex (concave) expressions that is tight at the current variable/parameter values. No guarantees for non-DCP expressions.

`linearize(expr)`

- expr
An Expression to linearize.

An affine expression or `NA`

if cannot be linearized.

If f and g are convex, the objective f-g can be (heuristically) minimized using the implementation below of the convex-concave method:

```
for(iters in 1:N)
solve(Problem(Minimize(f - linearize(g))))
```