Dcp2Cone.lambda_max_canon function

Dcp2Cone canonicalizer for the lambda maximization atom

Dcp2Cone.lambda_max_canon(expr, args)

Arguments

• expr: An Expression object
• args: A list of Constraint objects

Returns

A cone program constructed from a lambda maximization atom where t is the objective function and a PSD constraint and a constraint requiring I*t to be symmetric.