cummax_axis {CVXR}R Documentation

Cumulative Maximum

Description

The cumulative maximum, \max_{i=1,…,k} x_i for k=1,…,n. When calling cummax, matrices are automatically flattened into column-major order before the max is taken.

Usage

cummax_axis(expr, axis = 2)

## S4 method for signature 'Expression'
cummax(x)

Arguments

axis

(Optional) The dimension across which to apply the function: 1 indicates rows, and 2 indicates columns. The default is 2.

x, expr

An Expression, vector, or matrix.

Examples

val <- cbind(c(1,2), c(3,4))
value(cummax(Constant(val)))
value(cummax_axis(Constant(val)))

x <- Variable(2,2)
prob <- Problem(Minimize(cummax(x)[4]), list(x == val))
result <- solve(prob)
result$value
result$getValue(cummax(x))

[Package CVXR version 1.0-10 Index]