CVXR1.0-14 package

Disciplined Convex Optimization

Complex2Real-class

Lifts complex numbers to a real representation.

Complex2Real.abs_canon

Complex canonicalizer for the absolute value atom

Complex2Real.add

Helper function to sum arguments.

Complex2Real.at_least_2D

Upcast 0D and 1D to 2D.

Complex2Real.binary_canon

Complex canonicalizer for the binary atom

Complex2Real.canonicalize_expr

Canonicalizes a Complex Expression

Complex2Real.canonicalize_tree

Recursively Canonicalizes a Complex Expression.

Complex2Real.conj_canon

Complex canonicalizer for the conjugate atom

Complex2Real.constant_canon

Complex canonicalizer for the constant atom

Complex2Real.hermitian_canon

Complex canonicalizer for the hermitian atom

Complex2Real.imag_canon

Complex canonicalizer for the imaginary atom

Complex2Real.join

Helper function to combine arguments.

Complex2Real.lambda_sum_largest_canon

Complex canonicalizer for the largest sum atom

Complex2Real.matrix_frac_canon

Complex canonicalizer for the matrix fraction atom

Complex2Real.nonpos_canon

Complex canonicalizer for the non-positive atom

Complex2Real.norm_nuc_canon

Complex canonicalizer for the nuclear norm atom

Complex2Real.param_canon

Complex canonicalizer for the parameter matrix atom

Complex2Real.pnorm_canon

Complex canonicalizer for the p norm atom

Complex2Real.psd_canon

Complex canonicalizer for the positive semidefinite atom

Complex2Real.quad_canon

Complex canonicalizer for the quadratic atom

Complex2Real.quad_over_lin_canon

Complex canonicalizer for the quadratic over linear term atom

Complex2Real.real_canon

Complex canonicalizer for the real atom

Complex2Real.separable_canon

Complex canonicalizer for the separable atom

Complex2Real.soc_canon

Complex canonicalizer for the SOC atom

Complex2Real.variable_canon

Complex canonicalizer for the variable atom

Complex2Real.zero_canon

Complex canonicalizer for the zero atom

cone-methods

Second-Order Cone Methods

ConeDims-class

Summary of cone dimensions present in constraints.

ConeMatrixStuffing-class

Construct Matrices for Linear Cone Problems

ConicSolver-class

The ConicSolver class.

ConicSolver.get_coeff_offset

Return the coefficient and offset in Ax+bAx + b.

ConicSolver.get_spacing_matrix

Returns a sparse matrix that spaces out an expression.

Conjugate-class

The Conjugate class.

Constant-class

The Constant class.

ConstantSolver-class

The ConstantSolver class.

constr_value

Is Constraint Violated?

Constraint-class

The Constraint class.

construct_intermediate_chain-Problem-list-method

Builds a chain that rewrites a problem into an intermediate representa...

construct_solving_chain

Build a reduction chain from a problem to an installed solver.

Dcp2Cone.matrix_frac_canon

Dcp2Cone canonicalizer for the matrix fraction atom

Dcp2Cone.normNuc_canon

Dcp2Cone canonicalizer for the nuclear norm atom

Dcp2Cone.pnorm_canon

Dcp2Cone canonicalizer for the p norm atom

Dcp2Cone.power_canon

Dcp2Cone canonicalizer for the power atom

Dcp2Cone.quad_form_canon

Dcp2Cone canonicalizer for the quadratic form atom

Dcp2Cone.quad_over_lin_canon

Dcp2Cone canonicalizer for the quadratic over linear term atom

Dcp2Cone.sigma_max_canon

Dcp2Cone canonicalizer for the sigma max atom

EliminatePwl.min_elemwise_canon

EliminatePwl canonicalizer for the elementwise minimum atom

EliminatePwl.min_entries_canon

EliminatePwl canonicalizer for the minimum entries atom

EliminatePwl.norm_inf_canon

EliminatePwl canonicalizer for the infinite norm atom

EliminatePwl.norm1_canon

EliminatePwl canonicalizer for the 1 norm atom

EliminatePwl.sum_largest_canon

EliminatePwl canonicalizer for the largest sum atom

Index-class

The Index class.

kl_div

Kullback-Leibler Divergence

log_log_curvature

Log-Log Curvature of Expression

log_sum_exp

Log-Sum-Exponential

MinElemwise-class

The MinElemwise class.

MinEntries-class

The MinEntries class.

Minimize-class

The Minimize class.

mip_capable

Solver Capabilities

mixed_norm

Mixed Norm

MixedNorm

The MixedNorm atom.

Norm1-class

The Norm1 class.

norm1

1-Norm

Norm2-atom

The Norm2 atom.

Dgp2Dcp.quad_form_canon

Dgp2Dcp canonicalizer for the quadratic form atom

Dgp2Dcp.quad_over_lin_canon

Dgp2Dcp canonicalizer for the quadratic over linear term atom

Dgp2Dcp.sum_canon

Dgp2Dcp canonicalizer for the sum atom

Dgp2Dcp.trace_canon

Dgp2Dcp canonicalizer for the trace atom

Dgp2Dcp.zero_constr_canon

Dgp2Dcp canonicalizer for the zero constraint atom

DgpCanonMethods-class

DGP canonical methods class.

Diag-int

Turns an expression into a DiagVec object

diag

Matrix Diagonal

DiagMat-class

The DiagMat class.

DiagVec-class

The DiagVec class.

log_log_curvature-methods

Log-Log Curvature Properties

vectorized_lower_tri_to_mat

Turns symmetric 2D array into a lower triangular matrix

Diff-int

Takes the k-th order differences

dot-LinOp__get_slice

Get the slice field of the LinOp Object

dot-LinOp__get_sparse_data

Get the field named sparse_data from the LinOp object

dot-LinOp__get_sparse

Get the sparse flag field for the LinOp object

dot-LinOp__get_type

Get the field named type for the LinOp object

dot-LinOp__new

Create a new LinOp object.

dot-LinOp__set_dense_data

Set the field dense_data of the LinOp object

dot-LinOp__set_size

Set the field size of the LinOp object

dot-LinOp__set_slice

Set the slice field of the LinOp Object

dot-LinOp__set_sparse_data

Set the field named sparse_data of the LinOp object

dot-LinOp__set_sparse

Set the flag sparse of the LinOp object

dot-LinOp__set_type

Set the field named type for the LinOp object

dot-LinOp__size_push_back

Perform a push back operation on the size field of LinOp

dot-LinOp__slice_push_back

Perform a push back operation on the slice field of LinOp

dot-LinOp_at_index

Return the LinOp element at index i (0-based)

dot-LinOpVector__new

Create a new LinOpVector object.

dot-LinOpVector__push_back

Perform a push back operation on the args field of LinOp

dot-p_norm

Internal method for calculating the p-norm

dot-ProblemData__get_const_to_row

Get the const_to_row field of the ProblemData Object

dot-ProblemData__get_const_vec

Get the const_vec field from the ProblemData Object

dot-ProblemData__get_I

Get the I field of the ProblemData Object

dot-ProblemData__get_id_to_col

Get the id_to_col field of the ProblemData Object

dot-ProblemData__get_J

Get the J field of the ProblemData Object

dot-ProblemData__get_V

Get the V field of the ProblemData Object

dot-ProblemData__new

Create a new ProblemData object.

dot-ProblemData__set_const_to_row

Set the const_to_row map of the ProblemData Object

dot-ProblemData__set_const_vec

Set the const_vec field in the ProblemData Object

dot-ProblemData__set_I

Set the I field in the ProblemData Object

dot-ProblemData__set_id_to_col

Set the id_to_col field of the ProblemData Object

dot-ProblemData__set_J

Set the J field in the ProblemData Object

dot-ProblemData__set_V

Set the V field in the ProblemData Object

dual_value-methods

Get and Set Dual Value

Dcp2Cone.log_sum_exp_canon

Dcp2Cone canonicalizer for the log sum of the exp atom

Dcp2Cone.log1p_canon

Dcp2Cone canonicalizer for the log 1p atom

Dcp2Cone.logistic_canon

Dcp2Cone canonicalizer for the logistic function atom

Dgp2Dcp.one_minus_pos_canon

Dgp2Dcp canonicalizer for the 1-x atom

Dgp2Dcp.parameter_canon

Dgp2Dcp canonicalizer for the parameter atom

Dgp2Dcp.pf_eigenvalue_canon

Dgp2Dcp canonicalizer for the spectral radius atom

Dgp2Dcp.pnorm_canon

Dgp2Dcp canonicalizer for the p norm atom

cumsum_axis

Cumulative Sum

Dgp2Dcp.power_canon

Dgp2Dcp canonicalizer for the power atom

Abs-class

The Abs class.

abs

Absolute Value

accepts

Reduction Acceptance

AddExpression-class

The AddExpression class.

AffAtom-class

The AffAtom class.

are_args_affine

Are the arguments affine?

Atom-class

The Atom class.

AxisAtom-class

The AxisAtom class.

BinaryOperator-class

The BinaryOperator class.

bmat

Block Matrix

CallbackParam-class

The CallbackParam class.

Canonical-class

The Canonical class.

Dgp2Dcp.prod_canon

Dgp2Dcp canonicalizer for the product atom

Canonicalization-class

The Canonicalization class.

canonicalize

Canonicalize

CBC_CONIC-class

An interface to the CBC solver

Chain-class

The Chain class.

CLARABEL-class

An interface for the CLARABEL solver

CLARABEL.dims_to_solver_dict

Utility method for formatting a ConeDims instance into a dictionary th...

CLARABEL.extract_dual_value

Extracts the dual value for constraint starting at offset.

complex-atoms

Complex Numbers

complex-methods

Complex Properties

Conv-class

The Conv class.

conv

Discrete Convolution

CPLEX_CONIC-class

An interface for the CPLEX solver

CPLEX_QP-class

An interface for the CPLEX solver.

cummax_axis

Cumulative Maximum

CumMax-class

The CumMax class.

CumSum-class

The CumSum class.

curvature-atom

Curvature of an Atom

curvature-comp

Curvature of Composition

curvature-methods

Curvature Properties

curvature

Curvature of Expression

CvxAttr2Constr-class

The CvxAttr2Constr class.

CVXOPT-class

An interface for the CVXOPT solver.

Dcp2Cone.log_det_canon

Dcp2Cone canonicalizer for the log determinant atom

cvxr_norm

Matrix Norm (Alternative)

CVXR-package

CVXR: Disciplined Convex Optimization in R

Dcp2Cone-class

Reduce DCP Problem to Conic Form

Dcp2Cone.entr_canon

Dcp2Cone canonicalizer for the entropy atom

Dcp2Cone.exp_canon

Dcp2Cone canonicalizer for the exponential atom

Dcp2Cone.geo_mean_canon

Dcp2Cone canonicalizer for the geometric mean atom

Dcp2Cone.huber_canon

Dcp2Cone canonicalizer for the huber atom

Dcp2Cone.indicator_canon

Dcp2Cone canonicalizer for the indicator atom

Dcp2Cone.kl_div_canon

Dcp2Cone canonicalizer for the KL Divergence atom

Dcp2Cone.lambda_max_canon

Dcp2Cone canonicalizer for the lambda maximization atom

Dcp2Cone.lambda_sum_largest_canon

Dcp2Cone canonicalizer for the largest lambda sum atom

Dcp2Cone.log_canon

Dcp2Cone canonicalizer for the log atom

Dgp2Dcp-class

Reduce DGP problems to DCP problems.

Dgp2Dcp.add_canon

Dgp2Dcp canonicalizer for the addition atom

Dgp2Dcp.constant_canon

Dgp2Dcp canonicalizer for the constant atom

Dgp2Dcp.div_canon

Dgp2Dcp canonicalizer for the division atom

Dgp2Dcp.exp_canon

Dgp2Dcp canonicalizer for the exp atom

Dgp2Dcp.eye_minus_inv_canon

Dgp2Dcp canonicalizer for the (I−X)−1(I - X)^{-1} atom

Dgp2Dcp.geo_mean_canon

Dgp2Dcp canonicalizer for the geometric mean atom

Dgp2Dcp.log_canon

Dgp2Dcp canonicalizer for the log atom

Dgp2Dcp.mul_canon

Dgp2Dcp canonicalizer for the multiplication atom

Dgp2Dcp.mulexpression_canon

Dgp2Dcp canonicalizer for the multiplication expression atom

Dgp2Dcp.nonpos_constr_canon

Dgp2Dcp canonicalizer for the non-positive constraint atom

Dgp2Dcp.norm_inf_canon

Dgp2Dcp canonicalizer for the infinite norm atom

Dgp2Dcp.norm1_canon

Dgp2Dcp canonicalizer for the 1 norm atom

diff

Lagged and Iterated Differences

DiffPos

The DiffPos atom.

dim_from_args

Atom Dimensions

DivExpression-class

The DivExpression class.

domain

Domain

dot-build_matrix_0

Get the sparse flag field for the LinOp object

dot-build_matrix_1

Get the sparse flag field for the LinOp object

dot-decomp_quad

Compute a Matrix Decomposition.

dot-LinOp__args_push_back

Perform a push back operation on the args field of LinOp

dot-LinOp__get_dense_data

Get the field dense_data for the LinOp object

dot-LinOp__get_id

Get the id field of the LinOp Object

dot-LinOp__get_size

Get the field size for the LinOp object

ECOS_BB-class

An interface for the ECOS BB solver.

ECOS-class

An interface for the ECOS solver

ECOS.dims_to_solver_dict

Utility method for formatting a ConeDims instance into a dictionary th...

Elementwise-class

The Elementwise class.

EliminatePwl-class

The EliminatePwl class.

EliminatePwl.abs_canon

EliminatePwl canonicalizer for the absolute atom

EliminatePwl.cummax_canon

EliminatePwl canonicalizer for the cumulative max atom

EliminatePwl.cumsum_canon

EliminatePwl canonicalizer for the cumulative sum atom

EliminatePwl.max_elemwise_canon

EliminatePwl canonicalizer for the elementwise maximum atom

EliminatePwl.max_entries_canon

EliminatePwl canonicalizer for the max entries atom

Entr-class

The Entr class.

entr

Entropy Function

EqConstraint-class

The EqConstraint class

EvalParams-class

The EvalParams class.

Exp-class

The Exp class.

exp

Natural Exponential

FlipObjective-class

The FlipObjective class.

format_constr

Format Constraints

ExpCone-class

The ExpCone class.

Expression-class

The Expression class.

expression-parts

Parts of an Expression Leaf

extract_dual_value

Gets a specified value of a dual variable.

extract_mip_idx

Coalesces bool, int indices for variables.

eye_minus_inv

Unity Resolvent

EyeMinusInv-class

The EyeMinusInv class.

HarmonicMean

The HarmonicMean atom.

geo_mean

Geometric Mean

GeoMean-class

The GeoMean class.

get_data

Get Expression Data

get_dual_values

Gets the values of the dual variables.

get_id

Get ID

get_np

Get numpy handle

get_problem_data

Get Problem Data

get_sp

Get scipy handle

GLPK_MI-class

An interface for the GLPK MI solver.

GLPK-class

An interface for the GLPK solver.

grad

Sub/Super-Gradient

graph_implementation

Graph Implementation

group_constraints

Organize the constraints into a dictionary keyed by constraint names.

GUROBI_CONIC-class

An interface for the GUROBI conic solver.

GUROBI_QP-class

An interface for the GUROBI_QP solver.

harmonic_mean

Harmonic Mean

HStack-class

The HStack class.

hstack

Horizontal Concatenation

Huber-class

The Huber class.

huber

Huber Function

id

Identification Number

Imag-class

The Imag class.

import_solver

Import Solver

max_elemwise

Elementwise Maximum

IneqConstraint-class

The IneqConstraint class

installed_solvers

List installed solvers

inv_pos

Reciprocal Function

InverseData-class

The InverseData class.

invert

Return Original Solution

is_dcp

DCP Compliance

is_dgp

DGP Compliance

is_mixed_integer

Is Problem Mixed Integer?

is_qp

Is Problem a QP?

is_stuffed_cone_constraint

Is the constraint a stuffed cone constraint?

is_stuffed_cone_objective

Is the objective a stuffed cone objective?

is_stuffed_qp_objective

Is the QP objective stuffed?

neg

Elementwise Negative

KLDiv-class

The KLDiv class.

Kron-class

The Kron class.

kronecker

Kronecker Product

lambda_max

Maximum Eigenvalue

lambda_min

Minimum Eigenvalue

lambda_sum_largest

Sum of Largest Eigenvalues

lambda_sum_smallest

Sum of Smallest Eigenvalues

log_det

Log-Determinant

LambdaMax-class

The LambdaMax class.

LambdaMin

The LambdaMin atom.

LambdaSumLargest-class

The LambdaSumLargest class.

LambdaSumSmallest

The LambdaSumSmallest atom.

leaf-attr

Attributes of an Expression Leaf

Leaf-class

The Leaf class.

linearize

Affine Approximation to an Expression

ListORConstr-class

A Class Union of List and Constraint

log_log_curvature-atom

Log-Log Curvature of an Atom

Log-class

The Log class.

log

Logarithms

Log1p-class

The Log1p class.

LogDet-class

The LogDet class.

MatrixStuffing-class

The MatrixStuffing class.

Logistic-class

The Logistic class.

logistic

Logistic Function

LogSumExp-class

The LogSumExp class.

make_sparse_diagonal_matrix

Make a CSC sparse diagonal matrix

matrix_frac

Matrix Fraction

matrix_prop-methods

Matrix Properties

matrix_trace

Matrix Trace

MatrixFrac-class

The MatrixFrac class.

max_entries

Maximum

MaxElemwise-class

The MaxElemwise class.

MaxEntries-class

The MaxEntries class.

Maximize-class

The Maximize class.

mean

Arithmetic Mean

min_elemwise

Elementwise Minimum

min_entries

Minimum

MOSEK-class

An interface for the MOSEK solver.

MOSEK.parse_dual_vars

Parses MOSEK dual variables into corresponding CVXR constraints and du...

MOSEK.recover_dual_variables

Recovers MOSEK solutions dual variables

mul_elemwise

Elementwise multiplication operator

MulExpression-class

The MulExpression class.

Multiply-class

The Multiply class.

multiply

Elementwise Multiplication

name

Variable, Parameter, or Expression Name

Neg-int

An alias for -MinElemwise(x, 0)

NegExpression-class

The NegExpression class.

NonlinearConstraint-class

The NonlinearConstraint class.

NonPosConstraint-class

The NonPosConstraint class

norm_inf

Infinity-Norm

norm_nuc

Nuclear Norm

Norm-atom

The Norm atom.

norm

Matrix Norm

norm2

Euclidean Norm

NormInf-class

The NormInf class.

NormNuc-class

The NormNuc class.

Objective-arith

Arithmetic Operations on Objectives

Objective-class

The Objective class.

one_minus_pos

Difference on Restricted Domain

OneMinusPos-class

The OneMinusPos class.

OSQP-class

An interface for the OSQP solver.

p_norm

P-Norm

Parameter-class

The Parameter class.

perform

Perform Reduction

pf_eigenvalue

Perron-Frobenius Eigenvalue

PfEigenvalue-class

The PfEigenvalue class.

PSDConstraint-class

The PSDConstraint class.

Pnorm-class

The Pnorm class.

Pos-int

An alias for MaxElemwise(x, 0)

pos

Elementwise Positive

Power-class

The Power class.

power

Elementwise Power

Problem-arith

Arithmetic Operations on Problems

PSDWrap-class

The PSDWrap class.

Problem-class

The Problem class.

problem-parts

Parts of a Problem

prod_entries

Product of Entries

ProdEntries-class

The ProdEntries class.

project-methods

Project Value

Promote-class

The Promote class.

psd_coeff_offset

Given a problem returns a PSD constraint

psolve

Solve a DCP Problem

Qp2SymbolicQp-class

The Qp2SymbolicQp class.

QpMatrixStuffing-class

The QpMatrixStuffing class.

QpSolver-class

A QP solver interface.

quad_form

Quadratic Form

quad_over_lin

Quadratic over Linear

QuadForm-class

The QuadForm class.

QuadOverLin-class

The QuadOverLin class.

Rdict-class

The Rdict class.

Rdictdefault-class

The Rdictdefault class.

Real-class

The Real class.

reduce

Reduce a Problem

Reduction-class

The Reduction class.

ReductionSolver-class

The ReductionSolver class.

resetOptions

Reset Options

reshape_expr

Reshape an Expression

sigma_max

Maximum Singular Value

Reshape-class

The Reshape class.

residual-methods

Constraint Residual

retrieve

Retrieve Solution

scaled_lower_tri

Utility methods for special handling of semidefinite constraints.

scaled_upper_tri

Utility methods for special handling of semidefinite constraints.

scalene

Scalene Function

SCS-class

An interface for the SCS solver

SCS.dims_to_solver_dict

Utility method for formatting a ConeDims instance into a dictionary th...

SCS.extract_dual_value

Extracts the dual value for constraint starting at offset.

setIdCounter

Set ID Counter

SigmaMax-class

The SigmaMax class.

sign_from_args

Atom Sign

sign-methods

Sign Properties

sign

Sign of Expression

size-methods

Size Properties

size

Size of Expression

SizeMetrics-class

The SizeMetrics class.

SOC-class

The SOC class.

tv

Total Variation

SOCAxis-class

The SOCAxis class.

Solution-class

The Solution class.

SolverStats-class

The SolverStats class.

SolvingChain-class

The SolvingChain class.

SpecialIndex-class

The SpecialIndex class.

sqrt

Square Root

square

Square

UnaryOperator-class

The UnaryOperator class.

sum_entries

Sum of Entries

sum_largest

Sum of Largest Values

sum_smallest

Sum of Smallest Values

sum_squares

Sum of Squares

SumEntries-class

The SumEntries class.

SumLargest-class

The SumLargest class.

SumSmallest

The SumSmallest atom.

SumSquares

The SumSquares atom.

SymbolicQuadForm-class

The SymbolicQuadForm class.

to_numeric

Numeric Value of Atom

TotalVariation

The TotalVariation atom.

Trace-class

The Trace class.

Transpose-class

The Transpose class.

transpose

Matrix Transpose

tri_to_full

Expands lower triangular to full matrix.

triu_to_full

Expands upper triangular to full matrix.

unpack_results

Parse output from a solver and updates problem state

updated_scaled_lower_tri

Utility methods for special handling of semidefinite constraints.

upper_tri

Upper Triangle of a Matrix

UpperTri-class

The UpperTri class.

validate_args

Validate Arguments

validate_val

Validate Value

value-methods

Get or Set Value

Variable-class

The Variable class.

vec

Vectorization of a Matrix

VStack-class

The VStack class.

vstack

Vertical Concatenation

Wrap-class

The Wrap class.

ZeroConstraint-class

The ZeroConstraint class

An object-oriented modeling language for disciplined convex programming (DCP) as described in Fu, Narasimhan, and Boyd (2020, <doi:10.18637/jss.v094.i14>). It allows the user to formulate convex optimization problems in a natural way following mathematical convention and DCP rules. The system analyzes the problem, verifies its convexity, converts it into a canonical form, and hands it off to an appropriate solver to obtain the solution. Interfaces to solvers on CRAN and elsewhere are provided, both commercial and open source.

  • Maintainer: Anqi Fu
  • License: Apache License 2.0 | file LICENSE
  • Last published: 2024-06-27