uplo2uco: Transform box-type inequalities into matrix and vector form

In nlsic: Non Linear Least Squares with Inequality Constraints

Transform box-type inequalities into matrix and vector form

Description

Transform a set of inequalities param["name"] >= lower["name"] and param["name"] <= upper["name"] into a list with matrix u and vector co such that u%*%param>=co. In addition to box inequalities above, user can provide linear inequalities in a form like "a+2*c+3*b >= 0" where 'a', 'b' and 'c' must be names of param components. Numeric and symbolic coefficients and right hand sides are allowed in these expressions. However, symbols must be defined at the moment of calling uplo2uco() so that expressions containing such symbols could be eval()-ed to numerical values. All inequalities must be written with '>=' sign (not with '<=', '>', ...).

Usage

uplo2uco(param, upper = NULL, lower = NULL, linear = NULL)

Arguments

param	a named vector whose names will be used for parsing inequalities
upper	a named numeric vector of upper limits
lower	a named numeric vector of lower limits
linear	a string vector of linear inequalities

Value

a list with numeric matrix 'u' and vector 'co' such that u%*%param-co>=0

See Also

equa2vecmat for parsing linear expressions

nlsic documentation built on July 10, 2023, 2:03 a.m.