cccp {cccp} R Documentation

## Solving linear and quadratic programs with cone constraints

### Description

This function is the main function for defining and solving convex problems in the form of either linear or quadratic programs with cone constraints.

### Usage

cccp(P = NULL, q = NULL, A = NULL, b = NULL, cList = list(),
x0 = NULL, f0 = NULL, g0 = NULL, h0 = NULL,
nlfList = list(), nlgList = list(), nlhList = list(),
optctrl = ctrl())


### Arguments

 P An object of class matrix with dimension N \times N or NULL. q An object of class vector with dimension N \times 1 or NULL. A An object of class matrix with dimension p \times N. b An object of class vector with dimension p \times 1. cList A list object containing the cone constraints. Elements must be of either S4-class NNOC, or SOCC, or PSDC. x0 An object of class vector with dimension n \times 1 for the initial values. The point x0 must be in the domain of the nonlinear constraints. f0 function: the scalar-valued convex and twice-differentiable objective function (its first argument must be ‘x’). g0 function: the gradient function of the objective (its first argument must be ‘x’). h0 function: the Hessian function of the objective (its first argument must be ‘x’). nlfList A list object containing the nonlinear constraints as its elements. The functions have to be specified with x as their first argument and must be casted in implicit form, i.e. f(x) ≤ 0. nlgList A list object containing the gradient functions as its elements. The functions have to be specified with x as their first argument. nlhList A list object containing the Hessian functions as its elements. The functions have to be specified with x as their first argument. optctrl An object of S4-class Rcpp_CTRL.

### Value

An object of class Rcpp_CPS.

[Package cccp version 0.2-7 Index]