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) \le 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 0.3-1
Index]