dcp {cccp}R Documentation

Creating a member object of the reference-class DCP

Description

This function returns an object containing the definition of a convex program with non-linear constraints and (if provided) cone constraints. The returned object is a member of the reference-class DCP.

Usage

dcp(x0, f0, g0, h0, cList = list(), nlfList = list(), nlgList = list(),
    nlhList = list(), A = NULL, b = NULL)

Arguments

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’); returning a vector.

h0

function: the Hessian function of the objective (its first argument must be ‘x’); returning a matrix.

cList

A list object containing the cone constraints. Elements must be of either S4-class NNOC, or SOCC, or PSDC or an empty list in case of no inequality constraints.

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.

A

An object of class matrix with dimension p \times n or NULL for problems without equality constraints.

b

An object of class vector with dimension p \times 1 or NULL for problems without equality constraints.

Value

An object belonging to the reference-class DCP.


[Package cccp version 0.2-7 Index]