ConeMatrixStuffing-class: Construct Matrices for Linear Cone Problems

In anqif/cvxr: Disciplined Convex Optimization

Construct Matrices for Linear Cone Problems

Description

Linear cone problems are assumed to have a linear objective and cone constraints, which may have zero or more arguments, all of which must be affine.

Usage

## S4 method for signature 'ConeMatrixStuffing,Problem'
accepts(object, problem)

## S4 method for signature 'ConeMatrixStuffing,Problem,CoeffExtractor'
stuffed_objective(object, problem, extractor)

Arguments

object	A ConeMatrixStuffing object.
problem	A Problem object.
extractor	Used to extract the affine coefficients of the objective.

Details

minimize c^Tx subject to cone_constr1(A_1*x + b_1, ...) ... cone_constrK(A_K*x + b_K, ...)

Methods (by generic)

• accepts(object = ConeMatrixStuffing, problem = Problem): Is the solver accepted?

• stuffed_objective( object = ConeMatrixStuffing, problem = Problem, extractor = CoeffExtractor ): Returns a list of the stuffed matrices

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