cccp: Solving linear and quadratic programs with cone constraints
In cccp: Cone Constrained Convex Problems

View source: R/cccp.R

cccp	R Documentation

Solving linear and quadratic programs with cone constraints

Description

This function is the main function for defining and solving convex problems in the form of either linear or quadratic programs with cone constraints.

Usage

cccp(P = NULL, q = NULL, A = NULL, b = NULL, cList = list(),
     x0 = NULL, f0 = NULL, g0 = NULL, h0 = NULL,
     nlfList = list(), nlgList = list(), nlhList = list(),
     optctrl = ctrl())

Arguments

`P`	An object of class `matrix` with dimension N \times N or `NULL`.
`q`	An object of class `vector` with dimension N \times 1 or `NULL`.
`A`	An object of class `matrix` with dimension p \times N.
`b`	An object of class `vector` with dimension p \times 1.
`cList`	A `list` object containing the cone constraints. Elements must be of either S4-class `NNOC`, or `SOCC`, or `PSDC`.
`x0`	An object of class `vector` with dimension n \times 1 for the initial values. The point `x0` must be in the domain of the nonlinear constraints.
`f0`	`function`: the scalar-valued convex and twice-differentiable objective function (its first argument must be ‘`x`’).
`g0`	`function`: the gradient function of the objective (its first argument must be ‘`x`’).
`h0`	`function`: the Hessian function of the objective (its first argument must be ‘`x`’).
`nlfList`	A `list` object containing the nonlinear constraints as its elements. The functions have to be specified with `x` as their first argument and must be casted in implicit form, i.e. f(x) ≤ 0.
`nlgList`	A `list` object containing the gradient functions as its elements. The functions have to be specified with `x` as their first argument.
`nlhList`	A `list` object containing the Hessian functions as its elements. The functions have to be specified with `x` as their first argument.
`optctrl`	An object of S4-class `Rcpp_CTRL`.