bounds2lineqSys: Linear Systems of Inequalities
In lineqGPR: Gaussian Process Regression Models with Linear Inequality Constraints

Description Usage Arguments Value Author(s) Examples

Build the linear system of inequalities given specific bounds.

bounds2lineqSys(
  d = nrow(A),
  l = 0,
  u = 1,
  A = diag(d),
  lineqSysType = "twosides",
  rmInf = TRUE
)

`d`	the number of linear inequality constraints.
`l`	the value (or vector) with the lower bound.
`u`	the value (or vector) with the upper bound.
`A`	a matrix containing the structure of the linear equations.
`lineqSysType`	a character string corresponding to the type of the linear system. Options: `twosides`, `oneside`. - `twosides` : Linear system given by l ≤ A x ≤ u. - `oneside` : Extended linear system given by M x + g ≥ 0 with M = [A, -A]^T and g = [-l, u]^T.
`rmInf`	If `TRUE`, inactive constraints are removed (e.g. -Inf ≤ x ≤ Inf).

A list with the linear system of inequalities: list(A,l,u) (twosides) or list(M,g) (oneside).

A. F. Lopez-Lopera.

n <- 5
A <- diag(n)
l <- rep(0, n)
u <- c(Inf, rep(1, n-1))
bounds2lineqSys(n, l, u, A, lineqSysType = "twosides")
bounds2lineqSys(n, l, u, A, lineqSysType = "oneside", rmInf = FALSE)
bounds2lineqSys(n, l, u, A, lineqSysType = "oneside", rmInf = TRUE)