ECOS_setup: Set up an ECOS workspace for multi-step solving

In ECOSolveR: Embedded Conic Solver in R

Set up an ECOS workspace for multi-step solving

Description

Creates an ECOS workspace that can be solved, updated with new numerical data, and solved again without repeating the expensive symbolic analysis phase. This is useful for parametric optimization, model predictive control, and other settings where the problem structure stays the same but data changes.

Usage

ECOS_setup(
  c,
  G,
  h,
  dims = list(l = integer(0), q = NULL, e = integer(0)),
  A = NULL,
  b = numeric(0),
  control = ecos.control()
)

Arguments

c	the coefficients of the objective function; the length of this determines the number of variables n in the problem.
G	the inequality constraint matrix in one of three forms: a plain matrix, simple triplet matrix, or compressed column format, e.g. dgCMatrix-class. Can also be NULL
h	the right hand side of the inequality constraint. Can be empty numeric vector.
dims	is a list of three named elements: dims['l'] an integer specifying the dimension of positive orthant cone, dims['q'] an integer vector specifying dimensions of second-order cones, dims['e'] an integer specifying the number of exponential cones
A	the optional equality constraint matrix in one of three forms: a plain matrix, simple triplet matrix, or compressed column format, e.g. dgCMatrix-class. Can be NULL
b	the right hand side of the equality constraint, must be specified if A is. Can be empty numeric vector.
control	is a named list that controls various optimization parameters; see ecos.control.

Value

an external pointer of class "ecos_workspace". Must eventually be freed via ECOS_cleanup or R garbage collection.

See Also

ECOS_solve, ECOS_update, ECOS_cleanup, ECOS_csolve

ECOSolveR documentation built on Feb. 18, 2026, 5:06 p.m.