CVXOPT-class {CVXR}

An interface for the CVXOPT solver.

Description

An interface for the CVXOPT solver.

Usage

## S4 method for signature 'CVXOPT'
mip_capable(solver)

## S4 method for signature 'CVXOPT'
status_map(solver, status)

## S4 method for signature 'CVXOPT'
name(x)

## S4 method for signature 'CVXOPT'
import_solver(solver)

## S4 method for signature 'CVXOPT,Problem'
accepts(object, problem)

## S4 method for signature 'CVXOPT,Problem'
perform(object, problem)

## S4 method for signature 'CVXOPT,list,list'
invert(object, solution, inverse_data)

## S4 method for signature 'CVXOPT'
solve_via_data(
  object,
  data,
  warm_start,
  verbose,
  feastol,
  reltol,
  abstol,
  num_iter,
  solver_opts,
  solver_cache
)

Arguments

solver, object, x

A CVXOPT object.

status

A status code returned by the solver.

problem

A Problem object.

solution

The raw solution returned by the solver.

inverse_data

A list containing data necessary for the inversion.

data

Data generated via an apply call.

warm_start

A boolean of whether to warm start the solver.

verbose

A boolean of whether to enable solver verbosity.

feastol

The feasible tolerance on the primal and dual residual.

reltol

The relative tolerance on the duality gap.

abstol

The absolute tolerance on the duality gap.

num_iter

The maximum number of iterations.

solver_opts

A list of Solver specific options

solver_cache

Cache for the solver.

Methods (by generic)

• mip_capable(CVXOPT): Can the solver handle mixed-integer programs?

• status_map(CVXOPT): Converts status returned by the CVXOPT solver to its respective CVXPY status.

• name(CVXOPT): Returns the name of the solver.

• import_solver(CVXOPT): Imports the solver.

• accepts(object = CVXOPT, problem = Problem): Can CVXOPT solve the problem?

• perform(object = CVXOPT, problem = Problem): Returns a new problem and data for inverting the new solution.

• invert(object = CVXOPT, solution = list, inverse_data = list): Returns the solution to the original problem given the inverse_data.

• solve_via_data(CVXOPT): Solve a problem represented by data returned from apply.