Dcp2Cone.sigma_max_canon function

Dcp2Cone canonicalizer for the sigma max atom

Dcp2Cone.sigma_max_canon(expr, args)

Arguments

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

Returns

A cone program constructed from a sigma max atom where the objective function consists of the variable t that is of the same dimension as the original expression with specified constraints in the function.