qpSetup {ivmte}

Constructing QCQP problem

Description

This function is only used when the direct MTR regression procedure is used. This function simply constructs the quadratic constraint, and adds it to the LP problem defined by the linear optimization problem for the bounds and the linear shape constraints.

Usage

qpSetup(env, sset, rescale = TRUE)

Arguments

env

environment containing the matrices defining the LP problem.

sset

A list containing the covariats and outcome variable for the direct MTR regression.

rescale

boolean, set to TRUE if the MTR components should be rescaled to improve stability in the LP/QP/QCP optimization.