Description Usage Arguments Value Comments Author(s) References See Also Examples
Build the linear system of inequalities for "lineqAGP"
models.
1 2 3 4 5 6 7 8 9 10 11 |
m |
the number of linear inequality constraints. |
constrType |
a character string corresponding to the type of the inequality constraint. Options: "boundedness", "monotonicity", "convexity", "linear" |
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. |
d |
the value with the input dimension. |
lineqSysType |
a character string corresponding to the type of the
linear system. Options: |
constrIdx |
for d > 1, a logical vector with the indices of active constrained dimensions. |
rmInf |
If |
A list with the linear system of inequalities: list(A,l,u)
(twosides
) or list(M,g)
(oneside
).
This function could change in future versions for more types of inequality constraints in higher dimensions.
A. F. Lopez-Lopera.
Lopez-Lopera, A. F., Bachoc, F., Durrande, N., and Roustant, O. (2017), "Finite-dimensional Gaussian approximation with linear inequality constraints". ArXiv e-prints [link]
1 2 3 4 | linSys1 <- lineqAGPSys(m = 5, constrType = "boundedness", l = 0, u = 1, lineqSysType = "twosides")
linSys1
linSys2 <- lineqAGPSys(m = 5, constrType = "boundedness", l = 0, u = 1, lineqSysType = "oneside")
linSys2
|
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