ExpCone-class {CVXR}R Documentation

The ExpCone class.

Description

This class represents a reformulated exponential cone constraint operating elementwise on a, b, c.

Usage

ExpCone(x, y, z, id = NA_integer_)

## S4 method for signature 'ExpCone'
as.character(x)

## S4 method for signature 'ExpCone'
residual(object)

## S4 method for signature 'ExpCone'
size(object)

## S4 method for signature 'ExpCone'
num_cones(object)

## S4 method for signature 'ExpCone'
cone_sizes(object)

## S4 method for signature 'ExpCone'
is_dcp(object)

## S4 method for signature 'ExpCone'
is_dgp(object)

## S4 method for signature 'ExpCone'
canonicalize(object)

Arguments

x

The variable x in the exponential cone.

y

The variable y in the exponential cone.

z

The variable z in the exponential cone.

id

(Optional) A numeric value representing the constraint ID.

object

A ExpCone object.

Details

Original cone:

K = \{(x,y,z) | y > 0, ye^{x/y} ≤q z\} \cup \{(x,y,z) | x ≤q 0, y = 0, z ≥q 0\}

Reformulated cone:

K = \{(x,y,z) | y, z > 0, y\log(y) + x ≤q y\log(z)\} \cup \{(x,y,z) | x ≤q 0, y = 0, z ≥q 0\}

Methods (by generic)

Slots

x

The variable x in the exponential cone.

y

The variable y in the exponential cone.

z

The variable z in the exponential cone.


[Package CVXR version 1.0-10 Index]