qics.cones.ClassRelEntr¶

class qics.cones.ClassRelEntr(n)[source]¶

A class representing a classical relative entropy cone

\[\mathcal{CRE}_{n} = \text{cl}\{ (t, x, y) \in \mathbb{R} \times \mathbb{R}^n_{++} \times \mathbb{R}^n_{++} : t \geq H(x \| y) \},\]

where

\[H(x \| y) = \sum_{i=1}^n x_i \log(x_i / y_i),\]

is the classical relative entropy function (Kullback-Leibler divergence).

Parameters:

nint: Dimension of the vectors \(x\) and \(y\), i.e., how many terms are in the classical relative entropy function.