socc {cccp} | R Documentation |
Definition of second-oder cone inequality constraints
Description
This function is the interface to the reference class SOCC
for
creating second-oder cone constraints.
Usage
socc(F, g, d, f)
Arguments
F |
Object of class |
g |
Object of class |
d |
Object of class |
f |
Object of class |
Details
A second-order cone constraint is given as || Fx + g ||_2 \le d'x
+ f
. The matrix G
is created as G = [-d, -F]
and the
vector h
is constructed as h = [f, g]
.
Value
List with elements: conType
, G
and h
.