picos.constraints.con_kldiv¶
Implementation of KullbackLeiblerConstraint
.
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.
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__init__
(divergence, upperBound)[source]¶ Construct a
KullbackLeiblerConstraint
.- Parameters
divergence (NegativeEntropy) – Constrained expression.
upperBound (AffineExpression) – Upper bound on the expression.
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property
denominator
¶ The
of the divergence, or
.
-
property
numerator
¶ The
of the divergence.
-
class