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 "matrix": The matrix appearing in the norm-expression on the left-hand side of a second-order cone constraint.

g

Object of class "numeric": The vector appearing in the norm-expression on the left-hand side of a second-order cone constraint.

d

Object of class "numeric": The vector appearing on the right-hand side of a second-order cone constraint.

f

Object of class "numeric": The scalar appearing on the right-hand side of a second-order cone constraint.

Details

A second-order cone constraint is given as || Fx + g ||_2 ≤ 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.


[Package cccp version 0.2-7 Index]