Dcp2Cone.log_sum_exp_canon function

Dcp2Cone canonicalizer for the log sum of the exp atom

Dcp2Cone.log_sum_exp_canon(expr, args)

Arguments

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

Returns

A cone program constructed from the log sum of the exp atom where the objective is the t variable and the constraints consist of the ExpCone constraints and requiring t to be less than a matrix of ones of the same size.