inf_ineq_constr: Make a infinite inequality constraint object to be used by in...

In bonStats/sipr: Semi-Infinite Programming in R

Description

Only one infinite constraint may be specified per object.

Usage

inf_ineq_constr(fn, gr.x = NULL, gr.t = NULL, fn.bounds, t.bounds,
  t.start = NULL)

Arguments

fn	Inequality function g(x,t).
gr.x	(Optional) gradient (vector) of inequality constraint function w.r.t x.
gr.t	(Optional) gradient (vector) of inequality constraint function w.r.t t.
fn.bounds	Lower and/or upper bound of fn input argument x. One, but not both, may be infinite.
t.bounds	List of compact index set(s) for t in which inequality constraint fn must be satisfied. Must be finite.
t.start	(Optional) where to start the optimisation of the lower level problem. Defaults to mean(ineq.tset).

Value

An infinite constraint object (class = c("constraint","inequality","infinite"))

bonStats/sipr documentation built on May 15, 2019, 9:05 p.m.