linearize {CVXR} | R Documentation |

## Affine Approximation to an Expression

### Description

Gives an elementwise lower (upper) bound for convex (concave) expressions that is tight
at the current variable/parameter values. No guarantees for non-DCP expressions.

### Usage

linearize(expr)

### Arguments

### Details

If f and g are convex, the objective f-g can be (heuristically) minimized using the
implementation below of the convex-concave method:

```
for(iters in 1:N)
solve(Problem(Minimize(f - linearize(g))))
```

### Value

An affine expression or `NA`

if cannot be linearized.

[Package

*CVXR* version 1.0-10

Index]