gp {cccp}

Geometric program

Description

This function solves a geometric program.

Usage

gp(F0, g0, FList = list(), gList = list(), nno = NULL,
   A = NULL, b = NULL, optctrl = ctrl())

Arguments

F0

Matrix in the objective function.

g0

Matrix in the objective function (affine terms).

FList

List of matrices in posinomial functions.

gList

List of matrices in posinomial functions (affine terms).

nno

Object created by a call to nnoc().

A

Lefthand-side matrix of equality constraints.

b

Lefthand-side matrix of equality constraints.

optctrl

Object of reference class ‘Rcpp_CTRL’, created by a call to ctrl().

Details

Solves a geometric program casted in its epigraph form.

Value

An object of S4-class Rcpp_CPS.

References

Boyd, S., Kim, S.-J., Vandenberghe, L. and A. Hassibi (2007), A tutorial on geometric programming, Optim Eng, Educational Section, 8:67–127, Springer.