scalene function

Scalene Function

The elementwise weighted sum of the positive and negative portions of an expression, $\alpha\max(x_i,0) - \beta\min(x_i,0)$. This is equivalent to alpha*pos(x) + beta*neg(x). methods

scalene(x, alpha, beta)

Arguments

• x: An Expression , vector, or matrix.
• alpha: The weight on the positive portion of x.
• beta: The weight on othe negative portion of x.

Returns

An Expression representing the scalene function evaluated at the input.

Examples

## Not run:

A <- Variable(2,2)
val <- cbind(c(-5,2), c(-3,1))
prob <- Problem(Minimize(scalene(A,2,3)[1,1]), list(A == val))
result <- solve(prob)
result$value
result$getValue(scalene(A, 0.7, 0.3))
## End(Not run)