dcp {cccp}  R Documentation 
Creating a member object of the referenceclass DCP
Description
This function returns an object containing the definition of a convex
program with nonlinear constraints and (if provided) cone
constraints.
The returned object is a member of the referenceclass 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 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 ’); 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 S4class 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 referenceclass DCP
.
[Package
cccp version 0.27
Index]