picos.constraints.con_kldiv¶
Implementation of KullbackLeiblerConstraint
.
Classes
- class picos.constraints.con_kldiv.KullbackLeiblerConstraint(divergence, upperBound)[source]¶
Bases:
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:
ConstraintConversion
Kullback-Leibler to exponential cone constraint conversion.
- __init__(divergence, upperBound)[source]¶
Construct a
KullbackLeiblerConstraint
.- Parameters
divergence (NegativeEntropy) – Constrained expression.
upperBound (AffineExpression) – Upper bound on the expression.
- property numerator¶
The
of the divergence.