Dcp2Cone.log_det_canon function

Dcp2Cone canonicalizer for the log determinant atom

Dcp2Cone.log_det_canon(expr, args)

Arguments

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

Returns

A cone program constructed from a log determinant atom where the objective function is the sum of the log of the vector D and the constraints consist of requiring the matrix Z to be diagonal and the diagonal Z to equal D, Z to be upper triangular and DZ; t(Z)A to be positive semidefinite, where A is a n by n matrix.