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)

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

Bases: picos.constraints.constraint.ConstraintConversion

Kullback-Leibler to exponential cone constraint conversion.

classmethod convert(con, options)

Implement convert.

classmethod predict(subtype, options)

Implement predict.

__init__(divergence, upperBound)

Construct a KullbackLeiblerConstraint.

Parameters

• divergence (NegativeEntropy) – Constrained expression.

• upperBound (AffineExpression) – Upper bound on the expression.

property denominator

The of the divergence, or .

property numerator

The of the divergence.