Q_objective {ROI}

Quadratic Objective Function

Description

A quadratic objective function is typically of the form

\frac{1}{2} x^\top Qx + c^\top x

where Q is a (sparse) matrix defining the quadratic part of the function and c is a (sparse) vector of coefficients to the n defining the linear part.

Usage

Q_objective(Q, L = NULL, names = NULL)

## S3 method for class 'Q_objective'
terms(x, ...)

as.Q_objective(x)

## S3 method for class 'Q_objective'
variable.names(object, ...)

Arguments

Q

a n \times n matrix with numeric entries representing the quadratic part of objective function. Sparse matrices of class "simple_triplet_matrix" can be supplied.

L

a numeric vector of length n, where n is the number of objective variables.

names

an optional character vector giving the names of x (row/column names of Q, column names of L).

x

an R object.

...

further arguments passed to or from other methods

object

an R object.

Value

an object of class "Q_objective" which inherits from "objective".

Author(s)

Stefan Theussl