problem_creating: Create optimization problem

In convexjlr: Disciplined Convex Programming in R using 'Convex.jl'

Description

Create different kinds of optimization problems with targets and constraints.

Usage

minimize(...)

maximize(...)

satisfy(...)

Arguments

...	optimization targets and constraints.

Examples

## Not run: 
    convex_setup()
    x <- Variable(4)
    b <- J(c(1:4))
    p <- minimize(sum((x - b) ^ 2), x >= 0, x <= 3)
    p <- maximize(-sum((x - b) ^ 2), x >= 0, x <= 3)
    p <- satisfy(sum((x - b) ^ 2) <= 1, x >= 0, x <= 3)

## End(Not run)

convexjlr documentation built on May 2, 2019, 5:28 a.m.