CPLEX_QP-class: An interface for the CPLEX solver.

In anqif/cvxr: Disciplined Convex Optimization

An interface for the CPLEX solver.

Description

An interface for the CPLEX solver.

Usage

CPLEX_QP()

## S4 method for signature 'CPLEX_QP'
mip_capable(solver)

## S4 method for signature 'CPLEX_QP'
status_map(solver, status)

## S4 method for signature 'CPLEX_QP'
name(x)

## S4 method for signature 'CPLEX_QP'
import_solver(solver)

## S4 method for signature 'CPLEX_QP,list,InverseData'
invert(object, solution, inverse_data)

## S4 method for signature 'CPLEX_QP'
solve_via_data(
  object,
  data,
  warm_start,
  verbose,
  feastol,
  reltol,
  abstol,
  num_iter,
  solver_opts,
  solver_cache
)

Arguments

status	A status code returned by the solver.
x, object, solver	A CPLEX_QP object.
solution	The raw solution returned by the solver.
inverse_data	A InverseData object containing data necessary for the inversion.
data	Data generated via an apply call.
warm_start	A boolean of whether to warm start the solver.
verbose	A boolean of whether to enable solver verbosity.
feastol	The feasible tolerance on the primal and dual residual.
reltol	The relative tolerance on the duality gap.
abstol	The absolute tolerance on the duality gap.
num_iter	The maximum number of iterations.
solver_opts	A list of Solver specific options
solver_cache	Cache for the solver.

Methods (by generic)

• mip_capable(CPLEX_QP): Can the solver handle mixed-integer programs?

• status_map(CPLEX_QP): Converts status returned by the CPLEX solver to its respective CVXPY status.

• name(CPLEX_QP): Returns the name of the solver.

• import_solver(CPLEX_QP): Imports the solver.

• invert(object = CPLEX_QP, solution = list, inverse_data = InverseData): Returns the solution to the original problem given the inverse_data.

• solve_via_data(CPLEX_QP): Solve a problem represented by data returned from apply.

anqif/cvxr documentation built on Feb. 1, 2024, 5:42 p.m.