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Comments (2)

bnaras avatar bnaras commented on July 29, 2024

Not sure what you are trying to do with the logs/exp in the objective. See below. Both ways will yield the same result.

> y <- rpois(n=100, lambda=50)
> X <- matrix(rnorm(100), ncol=1)
> betaHat <- Variable(1)
> obj <- sum(y* X %*% betaHat - exp(X %*% betaHat))
> prob <- Problem(Maximize(obj))
> result <- CVXR::solve(prob)
> result$getValue(betaHat)
[1] 1.496695
> obj <- mean(exp(X %*% betaHat) - y * X %*% betaHat)
> prob <- Problem(Minimize(obj))
> result <- CVXR::solve(prob)
> result$getValue(betaHat)
[1] 1.496695

from cvxr.

koenvandenberge avatar koenvandenberge commented on July 29, 2024

I see, that's useful. Many thanks!

from cvxr.

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