Disciplined Convex Optimization

Documentation for package ‘CVXR’ version 1.8.2

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A B C D E F G H I K L M N O P Q R S T U V X Z misc

-- A --

And	Logical AND
as_cvxr_expr	Convert a value to a CVXR Expression
available_solvers	List available solvers

-- B --

bmat	Construct a Block Matrix

-- C --

cdiac	Global Monthly and Annual Temperature Anomalies (degrees C), 1850-2015 (Relative to the 1961-1990 Mean) (May 2016)
ceil_expr	Elementwise Ceiling
CLARABEL_SOLVER	Solver Name Constants
condition_number	Condition number of a PSD matrix
Constant	Create a Constant Expression
constants	Get the Constants in an Expression
constraints	Get Problem Constraints (read-only)
conv	1D discrete convolution
CPLEX_SOLVER	Solver Name Constants
cummax_expr	Cumulative maximum along an axis
cumsum_axis	Cumulative sum along an axis
curvature	Get Expression Curvature
cvar	Conditional Value at Risk (CVaR)
CVXOPT_SOLVER	Solver Name Constants
cvxr_diff	Compute kth Order Differences of an Expression
cvxr_mean	Mean of an expression
cvxr_norm	Compute a norm of an expression
cvxr_outer	Outer product of two vectors
cvxr_std	Standard deviation of an expression
cvxr_var	Variance of an expression

-- D --

diag	Standard R Functions for CVXR Expressions
DiagMat	Extract Diagonal from a Matrix
DiagVec	Vector to Diagonal Matrix
diff_pos	The difference x - y with domain x > y > 0
dist_ratio	Distance ratio
dotsort	Weighted sorted dot product
dspop	Direct Standardization: Population
dssamp	Direct Standardization: Sample
dual_value	Get the Dual Value of a Constraint

-- E --

ECOS_BB_SOLVER	Solver Name Constants
ECOS_SOLVER	Solver Name Constants
entr	Create an entropy atom -x * log(x)
Equality	Create an Equality Constraint
exclude_solvers	List available solvers
ExpCone	Create an Exponential Cone Constraint
expr_H	Conjugate-Transpose of an Expression
expr_sign	Get the DCP Sign of an Expression
eye_minus_inv	Unity resolvent (I - X) inverse for positive square matrix X

-- F --

FiniteSet	FiniteSet Constraint
floor_expr	Elementwise Floor

-- G --

gen_lambda_max	Maximum generalized eigenvalue
geo_mean	(Weighted) geometric mean of a vector
get_problem_data	Get Problem Data for a Solver (deprecated)
GLPK_MI_SOLVER	Solver Name Constants
GLPK_SOLVER	Solver Name Constants
gmatmul	Geometric matrix multiplication A diamond X
GUROBI_SOLVER	Solver Name Constants

-- H --

harmonic_mean	Harmonic mean: n / sum(1/x_i)
HIGHS_SOLVER	Solver Name Constants
hstack	Horizontal concatenation of expressions
huber	Create a Huber loss atom

-- I --

id	Get Expression ID
iff	Logical Biconditional
implies	Logical Implication
include_solvers	List available solvers
indicator	Indicator function for constraints
Inequality	Create an Inequality Constraint
INFEASIBLE	Solution Status Constants
INFEASIBLE_INACCURATE	Solution Status Constants
INFEASIBLE_OR_UNBOUNDED	Solution Status Constants
installed_solvers	List installed solvers
inv_pos	Inverse position: x^{-1} (for x > 0)
inv_prod	Reciprocal of product of entries
is_affine	Check if an Expression is Affine
is_concave	Check if an Expression is Concave
is_constant	Check if an Expression is Constant
is_convex	Check if an Expression is Convex
is_dcp	Check if an Expression is DCP-Compliant
is_dgp	Check if a Constraint is DGP-Compliant
is_dpp	Check DPP Compliance
is_dqcp	Check if Expression is DQCP-Compliant
is_log_log_affine	Check if Expression is Log-Log Affine
is_log_log_concave	Check if Expression is Log-Log Concave
is_log_log_convex	Check if Expression is Log-Log Convex
is_lp	Check if a Problem is a Linear Program
is_matrix	Is the Expression a Matrix?
is_mixed_integer	Check if a Problem is Mixed-Integer
is_nonneg	Check if Expression is Non-Negative
is_nonpos	Check if Expression is Non-Positive
is_nsd	Check if Expression is Negative Semidefinite
is_psd	Check if Expression is Positive Semidefinite
is_pwl	Check if Expression is Piecewise Linear
is_qp	Check if a Problem is a Quadratic Program
is_quadratic	Check if an Expression is Quadratic
is_quasiconcave	Check if Expression is Quasiconcave
is_quasiconvex	Check if Expression is Quasiconvex
is_quasilinear	Check if Expression is Quasilinear
is_scalar	Is the Expression a Scalar?
is_symmetric	Check if Expression is Symmetric
is_vector	Is the Expression a Vector?
is_zero	Check if Expression is Zero

-- K --

kl_div	KL Divergence: x*log(x/y) - x + y
kron	Kronecker product of two expressions

-- L --

lambda_max	Maximum eigenvalue
lambda_min	Minimum eigenvalue
lambda_sum_largest	Sum of largest k eigenvalues
lambda_sum_smallest	Sum of smallest k eigenvalues
length_expr	Length of a Vector (Last Nonzero Index)
log1p_atom	Log(1 + x) - elementwise
log1p_expr	Log(1 + x) - elementwise
loggamma	Elementwise log of the gamma function
logistic	Logistic function: log(1 + exp(x)) - elementwise
log_det	Log-determinant
log_normcdf	Elementwise log of the standard normal CDF
log_sum_exp	Log-sum-exp: log(sum(exp(x)))

-- M --

make_sparse_diagonal_matrix	Make a CSC sparse diagonal matrix
math_atoms	Standard R Functions for CVXR Expressions
matrix_frac	Matrix fractional function
matrix_trace	Trace of a square matrix expression
Maximize	Create a Maximization Objective
max_elemwise	Elementwise maximum of expressions
max_entries	Maximum entry of an expression
Minimize	Create a Minimization Objective
min_elemwise	Elementwise minimum of expressions
min_entries	Minimum entry of an expression
mixed_norm	Mixed norm (L_{p,q} norm): column-wise p-norm, then q-norm
MOSEK_SOLVER	Solver Name Constants
multiply	Elementwise multiplication (deprecated)

-- N --

name	Get Expression Name
neg	Negative part: -min(x, 0)
NonNeg	Create a Non-Negative Constraint
NonPos	Create a Non-Positive Constraint
norm	Standard R Functions for CVXR Expressions
norm1	L1 norm of an expression
norm2	Euclidean norm (deprecated alias)
norm_inf	L-infinity norm of an expression
norm_nuc	Nuclear norm (sum of singular values)
Not	Logical NOT

-- O --

objective	Get Problem Objective (read-only)
one_minus_pos	The difference 1 - x with domain (0, 1)
OPTIMAL	Solution Status Constants
OPTIMAL_INACCURATE	Solution Status Constants
Or	Logical OR
OSQP_SOLVER	Solver Name Constants
outer	Standard R Functions for CVXR Expressions

-- P --

Parameter	Create a Parameter
parameters	Get the Parameters in an Expression
partial_trace	Partial trace of a tensor product expression
partial_transpose	Partial transpose of a tensor product expression
perspective	Perspective Transform
pf_eigenvalue	Perron-Frobenius eigenvalue of a positive matrix
PIQP_SOLVER	Solver Name Constants
pos	Positive part: max(x, 0)
PowCone3D	Create a 3D Power Cone Constraint
PowConeND	Create an N-Dimensional Power Cone Constraint
power	Create a Power atom
Problem	Create an Optimization Problem
problem_data	Get Problem Data for a Solver
problem_solution	Get the Raw Solution Object (deprecated)
problem_status	Get the Solution Status of a Problem (deprecated)
problem_unpack_results	Unpack Solver Results into a Problem
prod_entries	Product of entries along an axis
PSD	Create a Positive Semidefinite Constraint
psolve	Solve a Convex Optimization Problem
ptp	Peak-to-peak (range): max(x) - min(x)
p_norm	General p-norm of an expression

-- Q --

quad_form	Quadratic form x^T P x
quad_over_lin	Sum of squares divided by a scalar

-- R --

rel_entr	Relative Entropy: x*log(x/y)
reshape_expr	Reshape an expression to a new shape
residual	Get the Residual of a Constraint
resolvent	Resolvent inverse(sI - X)

-- S --

scalar_product	Scalar product (alias for vdot)
scalene	Scalene penalty: alpha * pos(x) + beta * neg(x)
SCIP_SOLVER	Solver Name Constants
SCS_SOLVER	Solver Name Constants
sd	Standard R Functions for CVXR Expressions
set_excluded_solvers	List available solvers
set_label	Set a Label on a Constraint
sigma_max	Maximum singular value
size	Get Expression Size
SOC	Create a Second-Order Cone Constraint
solution	Get the Raw Solution Object
solver-constants	Solver Name Constants
solver_default_param	Standard Solver Parameter Mappings
SOLVER_ERROR	Solution Status Constants
solver_opts	Create Solver Options
solver_stats	Get Solver Statistics
solve_via_data	Solve via Raw Data
square	Square of an expression: x^2
status	Get the Solution Status of a Problem
status-constants	Solution Status Constants
std	Standard deviation of an expression
sum_entries	Sum the entries of an expression
sum_largest	Sum of k largest entries
sum_smallest	Sum of k smallest entries
sum_squares	Sum of squares (= quad_over_lin(x, 1))

-- T --

total_variation	Total variation of a vector or matrix
to_latex	Convert CVXR Object to LaTeX
tr_inv	Trace of matrix inverse
tv	Total variation (deprecated alias)

-- U --

UNBOUNDED	Solution Status Constants
UNBOUNDED_INACCURATE	Solution Status Constants
unpack_results	Unpack Results (backward-compatible alias)
upper_tri	Extract strict upper triangle of a square matrix
USER_LIMIT	Solution Status Constants

-- V --

value	Get the Numeric Value of an Expression
value<-	Set the Value of a Leaf Expression
var	Standard R Functions for CVXR Expressions
Variable	Create an Optimization Variable
variables	Get the Variables in an Expression
vdot	Vector dot product (inner product)
vec	Vectorize an expression (column vector)
vec_to_upper_tri	Reshape a vector into an upper triangular matrix
violation	Get the Violation of a Constraint
visualize	Visualize the Canonicalization Pipeline of a CVXR Problem
vstack	Vertical concatenation of expressions

-- X --

xexp	x * exp(x) - elementwise
Xor	Logical XOR
XPRESS_SOLVER	Solver Name Constants

-- Z --

Zero	Create a Zero Constraint

-- misc --

%<<%	Negative Semidefinite Constraint Operator
%>>%	Positive Semidefinite Constraint Operator