This class represents the positive semidefinite constraint, 21(X+XT)⪰0, i.e. zT(X+XT)z≥0 for all z.
methods
e1 %>>% e2
e1 %<<% e2
## S4 method for signature 'Expression,Expression'e1 %>>% e2
## S4 method for signature 'Expression,ConstVal'e1 %>>% e2
## S4 method for signature 'ConstVal,Expression'e1 %>>% e2
## S4 method for signature 'Expression,Expression'e1 %<<% e2
## S4 method for signature 'Expression,ConstVal'e1 %<<% e2
## S4 method for signature 'ConstVal,Expression'e1 %<<% e2
PSDConstraint(expr, id =NA_integer_)## S4 method for signature 'PSDConstraint'name(x)## S4 method for signature 'PSDConstraint'is_dcp(object)## S4 method for signature 'PSDConstraint'is_dgp(object)## S4 method for signature 'PSDConstraint'residual(object)## S4 method for signature 'PSDConstraint'canonicalize(object)
Arguments
e1, e2: The Expression objects or numeric constants to compare.
expr: An Expression , numeric element, vector, or matrix representing X.
id: (Optional) A numeric value representing the constraint ID.
x, object: A PSDConstraint object.
Methods (by generic)
name(PSDConstraint): The string representation of the constraint.
is_dcp(PSDConstraint): The constraint is DCP if the left-hand and right-hand expressions are affine.
is_dgp(PSDConstraint): Is the constraint DGP?
residual(PSDConstraint): A Expression representing the residual of the constraint.
canonicalize(PSDConstraint): The graph implementation of the object. Marks the top level constraint as the dual_holder so the dual value will be saved to the PSDConstraint .
Slots
expr: An Expression , numeric element, vector, or matrix representing X.