Expressions¶

CVXPY represents mathematical objects as expression trees. An expression tree is a collection of mathematical expressions linked together by one or more atoms. Expression trees are encoded as instances of the Expression class, and each Leaf in a tree is a Variable, Parameter, or Constant.

Expression ¶

class cvxpy.expressions.expression.Expression[source]¶

Bases: Canonical

A mathematical expression in a convex optimization problem.

Overloads many operators to allow for convenient creation of compound expressions (e.g., the sum of two expressions) and constraints.

property T¶

The transpose of the expression.

Type:: Expression

__add__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : Sum two expressions.

__div__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : One expression divided by another.

__eq__(other: Expression | np.typing.ArrayLike)[source]¶: Equality : Creates a constraint self == other.

__ge__(other: Expression | np.typing.ArrayLike)[source]¶: Return self>=value.

__le__(other: Expression | np.typing.ArrayLike)[source]¶: Inequality : Creates an inequality constraint self <= other.

__lshift__(other: Expression | np.typing.ArrayLike) → PSD[source]¶: PSD : Creates a negative semidefinite inequality.

__matmul__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : Matrix multiplication of two expressions.

__mul__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : The product of two expressions.

__pow__(power: float) → Expression[source]¶

Raise expression to a power.

Parameters:: power (float) – The power to which to raise the expression.
Returns:: The expression raised to power.
Return type:: Expression

__radd__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : Sum two expressions.

__rdiv__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : Called for Number / Expression.

__rlshift__(other: Expression | np.typing.ArrayLike) → PSD[source]¶: PSD : Creates a negative semidefinite inequality.

__rmatmul__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : Called for matrix @ Expression.

__rmul__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : Called for Number * Expression.

__rrshift__(other: Expression | np.typing.ArrayLike) → PSD[source]¶: PSD : Creates a positive semidefinite inequality.

__rshift__(other: Expression | np.typing.ArrayLike) → PSD[source]¶: PSD : Creates a positive semidefinite inequality.

__rsub__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : The difference of two expressions.

__rtruediv__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : Called for Number / Expression.

__sub__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : The difference of two expressions.

__truediv__(other: Expression | np.typing.ArrayLike) → Expression[source]¶: Expression : One expression divided by another.

property curvature: str¶

The curvature of the expression.

Type:: str

abstract property domain¶

The constraints describing the closure of the region where the expression is finite.

Type:: list

abstract property grad¶

Gives the (sub/super)gradient of the expression w.r.t. each variable.

Matrix expressions are vectorized, so the gradient is a matrix.

Returns:: A map of variable to SciPy CSC sparse matrix; None if a variable value is missing.
Return type:: dict

is_affine() → bool[source]¶: Is the expression affine?

abstract is_concave() → bool[source]¶: Is the expression concave?

is_constant() → bool[source]¶: Is the expression constant?

abstract is_convex() → bool[source]¶: Is the expression convex?

is_dcp(dpp: bool = False) → bool[source]¶

Checks whether the Expression is DCP.

Parameters:: dpp (bool, optional) – If True, enforce the disciplined parametrized programming (DPP) ruleset; only relevant when the problem involves Parameters.
Returns:: True if the Expression is DCP, False otherwise.
Return type:: bool

is_dgp(dpp: bool = False) → bool[source]¶

Checks whether the Expression is log-log DCP.

Returns:: True if the Expression is log-log DCP, False otherwise.
Return type:: bool

abstract is_dpp(context: str = 'dcp') → bool[source]¶: The expression is a disciplined parameterized expression.

is_dqcp() → bool[source]¶

Checks whether the Expression is DQCP.

Returns:: True if the Expression is DQCP, False otherwise.
Return type:: bool

is_log_log_affine() → bool[source]¶: Is the expression affine?

abstract is_log_log_concave() → bool[source]¶: Is the expression log-log concave?

abstract is_log_log_convex() → bool[source]¶: Is the expression log-log convex?

abstract is_nonneg() → bool[source]¶: Is the expression positive?

abstract is_nonpos() → bool[source]¶: Is the expression negative?

is_zero() → bool[source]¶: Is the expression all zero?

abstract name() → str[source]¶: str : The string representation of the expression.

property ndim: int¶

The number of dimensions in the expression’s shape.

Type:: int

abstract property shape: Tuple[int, ...]¶

The expression dimensions.

Type:: tuple

property sign: str¶

The sign of the expression.

Type:: str

property size: int¶

The number of entries in the expression.

Type:: int

abstract property value¶

The numeric value of the expression.

Type:: NumPy.ndarray or None

Leaf ¶

class cvxpy.expressions.leaf.Leaf(shape: int | Iterable[int, ...], value=None, nonneg: bool = False, nonpos: bool = False, complex: bool = False, imag: bool = False, symmetric: bool = False, diag: bool = False, PSD: bool = False, NSD: bool = False, hermitian: bool = False, boolean: bool = False, integer: bool = False, sparsity=None, pos: bool = False, neg: bool = False)[source]¶

Bases: Expression

A leaf node of an expression tree; i.e., a Variable, Constant, or Parameter.

A leaf may carry attributes that constrain the set values permissible for it. Leafs can have no more than one attribute, with the exception that a leaf may be both nonpos and nonneg or both boolean in some indices and integer in others.

An error is raised if a leaf is assigned a value that contradicts one or more of its attributes. See the project method for a convenient way to project a value onto a leaf’s domain.

Parameters:

shape (Iterable of ints or int) – The leaf dimensions. Either an integer n for a 1D shape, or an iterable where the semantics are the same as NumPy ndarray shapes. Shapes cannot be more than 2D.
value (numeric type) – A value to assign to the leaf.
nonneg (bool) – Is the variable constrained to be nonnegative?
nonpos (bool) – Is the variable constrained to be nonpositive?
complex (bool) – Is the variable complex valued?
symmetric (bool) – Is the variable symmetric?
diag (bool) – Is the variable diagonal?
PSD (bool) – Is the variable constrained to be positive semidefinite?
NSD (bool) – Is the variable constrained to be negative semidefinite?
Hermitian (bool) – Is the variable Hermitian?
boolean (bool or list of tuple) – Is the variable boolean? True, which constrains the entire Variable to be boolean, False, or a list of indices which should be constrained as boolean, where each index is a tuple of length exactly equal to the length of shape.
integer (bool or list of tuple) – Is the variable integer? The semantics are the same as the boolean argument.
sparsity (list of tuplewith) – Fixed sparsity pattern for the variable.
pos (bool) – Is the variable positive?
neg (bool) – Is the variable negative?

property T¶

The transpose of the expression.

Type:: Expression

property ndim: int¶

The number of dimensions in the expression’s shape.

Type:: int

project(val)[source]¶

Project value onto the attribute set of the leaf.

A sensible idiom is leaf.value = leaf.project(val).

Parameters:: val (numeric type) – The value assigned.
Returns:: The value rounded to the attribute type.
Return type:: numeric type

project_and_assign(val) → None[source]¶: Project and assign a value to the variable.

property shape: tuple[int, ...]¶

The dimensions of the expression.

Type:: tuple

property size: int¶

The number of entries in the expression.

Type:: int

property value¶

The numeric value of the parameter.

Type:: NumPy.ndarray or None

Variable ¶

class cvxpy.expressions.variable.Variable(shape: int | Iterable[int, ...] = (), name: str | None = None, var_id: int | None = None, **kwargs: Any)[source]¶

Bases: Leaf

The optimization variables in a problem.

property T¶

The transpose of the expression.

Type:: Expression

name() → str[source]¶: str : The name of the variable.

property ndim: int¶

The number of dimensions in the expression’s shape.

Type:: int

project(val)¶

Project value onto the attribute set of the leaf.

A sensible idiom is leaf.value = leaf.project(val).

Parameters:: val (numeric type) – The value assigned.
Returns:: The value rounded to the attribute type.
Return type:: numeric type

project_and_assign(val) → None¶: Project and assign a value to the variable.

property shape: tuple[int, ...]¶

The dimensions of the expression.

Type:: tuple

property size: int¶

The number of entries in the expression.

Type:: int

property value¶

The numeric value of the parameter.

Type:: NumPy.ndarray or None

Parameter ¶

class cvxpy.expressions.constants.parameter.Parameter(shape: int | tuple[int, ...] = (), name: str | None = None, value=None, id=None, **kwargs)[source]¶

Bases: Leaf

Parameters in optimization problems.

Parameters are constant expressions whose value may be specified after problem creation. The only way to modify a problem after its creation is through parameters. For example, you might choose to declare the hyper-parameters of a machine learning model to be Parameter objects; more generally, Parameters are useful for computing trade-off curves.

property T¶

The transpose of the expression.

Type:: Expression

property ndim: int¶

The number of dimensions in the expression’s shape.

Type:: int

project(val)¶

Project value onto the attribute set of the leaf.

A sensible idiom is leaf.value = leaf.project(val).

Parameters:: val (numeric type) – The value assigned.
Returns:: The value rounded to the attribute type.
Return type:: numeric type

project_and_assign(val) → None¶: Project and assign a value to the variable.

property shape: tuple[int, ...]¶

The dimensions of the expression.

Type:: tuple

property size: int¶

The number of entries in the expression.

Type:: int

property value¶

The numeric value of the parameter.

Type:: NumPy.ndarray or None

Constant ¶

class cvxpy.expressions.constants.Constant(value)[source]¶

Bases: Leaf

A constant value.

Raw numerical constants (Python primite types, NumPy ndarrays, and NumPy matrices) are implicitly cast to constants via Expression operator overloading. For example, if x is an expression and c is a raw constant, then x + c creates an expression by casting c to a Constant.

property T¶

The transpose of the expression.

Type:: Expression

property ndim: int¶

The number of dimensions in the expression’s shape.

Type:: int

property shape: Tuple[int, ...]¶: Returns the (row, col) dimensions of the expression.

property size: int¶

The number of entries in the expression.

Type:: int

property value¶

The numeric value of the constant.

Type:: NumPy.ndarray or None

CallbackParam ¶

class cvxpy.expressions.constants.callback_param.CallbackParam(callback: Callable, shape: int | tuple[int, ...] = (), **kwargs)[source]¶

Bases: Parameter

A parameter whose value is derived from a callback function.

Enables writing replacing expression that would not be DPP by a new parameter that automatically updates its value.

Example: With p and q parameters, p * q is not DPP, but pq = CallbackParameter(callback=lambda: p.value * q.value) is DPP.

This is useful when only p and q should be exposed to the user, but pq is needed internally.

property T¶

The transpose of the expression.

Type:: Expression

property ndim: int¶

The number of dimensions in the expression’s shape.

Type:: int

project(val)¶

Project value onto the attribute set of the leaf.

A sensible idiom is leaf.value = leaf.project(val).

Parameters:: val (numeric type) – The value assigned.
Returns:: The value rounded to the attribute type.
Return type:: numeric type

project_and_assign(val) → None¶: Project and assign a value to the variable.

property shape: tuple[int, ...]¶

The dimensions of the expression.

Type:: tuple

property size: int¶

The number of entries in the expression.

Type:: int

property value¶: Evaluate the callback to get the value.

Expressions¶

Expression ¶

Leaf ¶

Variable ¶

Parameter ¶

Constant ¶

CallbackParam ¶

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Expressions¶

Expression¶

Leaf¶

Variable¶

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Constant¶

CallbackParam¶

Expression ¶

Leaf ¶

Variable ¶

Parameter ¶

Constant ¶

CallbackParam ¶