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 S4class 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 scalarvalued convex and
twicedifferentiable 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 S4class Rcpp_CTRL .

Value
An object of class Rcpp_CPS
.
[Package
cccp version 0.27
Index]