mosek2qp: Makes quadprog-compliant matrices from rmosek-compliant ones.

Description Usage Arguments Value

View source: R/estimation.R

Description

Makes quadprog-compliant matrices from rmosek-compliant ones.

Usage

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mosek2qp(constraint_matrix, lower_bounds, upper_bounds,
  tolerance = 10^-8)

Arguments

constraint_matrix

matrix of constraints.

lower_bounds

lower bounds for the constraints.

upper_bounds

upper bounds for the constraints.

tolerance

tolerance for equality checking. Defaults to 10^-8.

Value

A list containing a new constraints matrix "Amat", a vector "bvec" holding lower bounds and a number meq telling how many are equality constraints.


JonasMoss/polygrams documentation built on Nov. 8, 2019, 5:19 p.m.