Description Usage Arguments Details Value Author(s) See Also
Define a constrained optimization problem with a linear, quadratic, or rational objective function, and linear, quadratic, rational, and boundary constraints.
1 |
f |
Objective function, defined with function linfun, quadfun, or ratiofun. |
max |
Logical value. Should the function be maximized? This is possible only for linear objective functions. |
lb |
Lower bounds for the variables, defined with function lbcon. |
ub |
Upper bounds for the variables, defined with function ubcon. |
lc |
Linear inequality and equality constraints, defined with function lincon. |
... |
Quadratic and rational inequality constraints, defined with functions quadcon and ratiocon. |
Define a constrained optimization problem with a linear, quadratic, or rational objective function, and linear, quadratic, rational, and boundary constraints. The optimization problem can be solved with function solvecop.
An object of class COP
, which may contain the following components
f |
List with S3-class "linFun", "quadFun", or "ratioFun", defining the objective function |
max |
Logical value. Should the objective function be maximized? |
lb |
List with S3-class "lbCon", defining lower bounds. |
ub |
List with S3-class "ubCon", defining upper bounds. |
lc |
List with S3-class "linCon", defining linear constraints |
qc |
List with S3-class "quadCon", defining quadratic constraints |
rc |
List with S3-class "ratioCon", defining rational constraints |
x |
Vector with NAs |
id |
Vector with names of the variables that are to be optimized |
madeDefinite |
Logical variable indicating whether non-positive-semidefinite matrices have already been approximated by positive-definite matrices. |
Robin Wellmann
The main function for solving constrained programming problems is solvecop.
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