piqp_model {piqp}R Documentation

The PIQP Solver Model Class

Description

This class wraps around the PIQP C++ Solver and exposes methods and fields of the C++ object. Users will never need to directly create instances this class and should use the more user-friendly functions piqp() and solve_piqp().

Methods

Public methods

Method new()

Create a new piqp_model object

Usage
piqp_model$new(
  P,
  c,
  A,
  b,
  G,
  h,
  x_lb,
  x_ub,
  settings = list(),
  dense_backend,
  dims
)
Arguments
P

dense or sparse matrix of class dgCMatrix or coercible into such, must be positive semidefinite

c

numeric vector

A

dense or sparse matrix of class dgCMatrix or coercible into such

b

numeric vector

G

dense or sparse matrix of class dgCMatrix or coercible into such

h

numeric vector

x_lb

a numeric vector of lower bounds

x_ub

a numeric vector of upper bounds

settings

list with optimization parameters

dense_backend

a flag indicating if the dense solver is to be used

dims

the dimensions of the problem, a named list containing n, p and m.

Returns

a piqp_model object that can be used to solve the QP

Method solve()

Solve the QP model

Usage
piqp_model$solve()
Returns

a list containing the solution

Method update()

Update the current piqp_model with new data

Usage
piqp_model$update(
  P = NULL,
  c = NULL,
  A = NULL,
  b = NULL,
  G = NULL,
  h = NULL,
  x_lb = NULL,
  x_ub = NULL
)
Arguments
P

dense or sparse matrix of class dgCMatrix or coercible into such, must be positive semidefinite

c

numeric vector

A

dense or sparse matrix of class dgCMatrix or coercible into such

b

numeric vector

G

dense or sparse matrix of class dgCMatrix or coercible into such

h

numeric vector

x_lb

a numeric vector of lower bounds

x_ub

a numeric vector of upper bounds

settings

list with optimization parameters

dense_backend

a flag indicating if the dense solver is to be used

dims

the dimensions of the problem, a named list containing n, p and m.

Method get_settings()

Obtain the current settings for this model

Usage
piqp_model$get_settings()

Method get_dims()

Obtain the dimensions of this model

Usage
piqp_model$get_dims()

Method update_settings()

Update the current settings with new values for this model

Usage
piqp_model$update_settings(new_settings = list())
Arguments
new_settings

a list of named values for settings, default empty list; see piqp_settings() for a comprehensive list of defaults

Method clone()

The objects of this class are cloneable with this method.

Usage
piqp_model$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

[Package piqp version 0.2.2 Index]