picos.constraints.con_kldiv

Implementation of KullbackLeiblerConstraint.

Outline

Classes

KullbackLeiblerConstraint

Upper bound on a Kullback-Leibler divergence.

Classes

KullbackLeiblerConstraint

class picos.constraints.con_kldiv.KullbackLeiblerConstraint(divergence, upperBound)[source]

Bases: picos.constraints.constraint.Constraint

Upper bound on a Kullback-Leibler divergence.

This is the upper bound on a negative or relative entropy, both represented by NegativeEntropy.

class ExpConeConversion[source]

Bases: picos.constraints.constraint.ConstraintConversion

Kullback-Leibler to exponential cone constraint conversion.

classmethod convert(con, options)[source]

Implement convert.

classmethod predict(subtype, options)[source]

Implement predict.

__init__(divergence, upperBound)[source]

Construct a KullbackLeiblerConstraint.

Parameters
property denominator

The y of the divergence, or 1.

property numerator

The x of the divergence.