cr.sparse.opt.indicator_box¶
- cr.sparse.opt.indicator_box(l=None, u=None)[source]¶
Returns an indicator function for the box \(l \preceq x \preceq u\)
- Parameters
l (jax.numpy.ndarray) – Element wise lower bound \(l \in \RR^{n}\)
u (jax.numpy.ndarray) – Element wise upper bound \(u \in \RR^{n}\)
- Returns
An indicator function
The indicator function is defined as:
(1)¶\[\begin{split}I(x) = \begin{cases} 0 & \text{if } l \preceq x \preceq u \\ \infty & \text{otherwise} \end{cases}\end{split}\]The convex set \(C = \{ x : \; l \preceq x \preceq u \}\)..
If \(l\) is not specified, \(C = \{ x : \; x \preceq u \}\).
If \(u\) is not specified, \(C = \{ x : \; l \preceq x \}\).
At least lower or upper bound must be specified. Both cannot be left unspecified.