quad_form function

Quadratic Form

The quadratic form, $x^TPx$. methods

quad_form(x, P)

Arguments

• x: An Expression or vector.
• P: An Expression or matrix.

Returns

An Expression representing the quadratic form evaluated at the input.

Examples

x <- Variable(2)
P <- rbind(c(4,0), c(0,9))
prob <- Problem(Minimize(quad_form(x,P)), list(x >= 1))
result <- solve(prob)
result$value
result$getValue(x)

A <- Variable(2,2)
c <- c(1,2)
prob <- Problem(Minimize(quad_form(c,A)), list(A >= 1))
result <- solve(prob)
result$value
result$getValue(A)