Example-1 {ROI.plugin.qpoases} | R Documentation |
Quadratic Problem 1
Description
maximize \ \ x_1^2 + x_2^2 + x_3^2 - 5 x_2
subject \ to:
-4 x_1 - 3 x_2 + \geq -8
2 x_1 + x_2 + \geq 2
- 2 x_2 + x_3 \geq 0
x_1, x_2, x_3 \geq 0
Examples
Sys.setenv(ROI_LOAD_PLUGINS = "FALSE")
library("ROI")
library("ROI.plugin.qpoases")
A <- cbind(c(-4, -3, 0),
c( 2, 1, 0),
c( 0, -2, 1))
x <- OP(Q_objective(diag(3), L = c(0, -5, 0)),
L_constraint(L = t(A),
dir = rep(">=", 3),
rhs = c(-8, 2, 0)))
opt <- ROI_solve(x, solver="qpoases")
opt
## Optimal solution found.
## The objective value is: -2.380952e+00
solution(opt)
## [1] 0.4761905 1.0476190 2.0952381
[Package ROI.plugin.qpoases version 1.0-3 Index]