dqp {cccp}R Documentation

Creating a member object of the reference-class DQP

Description

This function returns an object containing the definition of a cone constrained quadratic program. The returned object is a member of the reference-class DQP.

Usage

dqp(P, q, A = NULL, b = NULL, cList = list())

Arguments

P

An object of class matrix with dimension n \times n.

q

An object of class vector with dimension n \times 1.

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.

cList

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

Value

An object belonging to the reference-class DQP.


[Package cccp version 0.3-1 Index]