sip: Make a semi-infinite program R object, 'sipo'.

Description Usage Arguments Value

Description

Makes a sipo object to be optimised by SIP solvers included in sipr. sipo object contains objective function, constraints, and known feasible points (if applicable).

Usage

1
2
sip(fn, gr = NULL, lower = NULL, upper = NULL, constraint,
  x.feasible = NULL, ...)

Arguments

fn

Objective function to be minimized.

gr

(Optional) gradient (vector) of objective function fn.

lower

(Optional) Lower bound of x.

upper

(Optional) Upper bound of x.

constraint

List of constraint objects to be used.

x.feasible

(Optional) List of feasible x (vector) points for optimisation.

...

(Optional) Other items to store in the sipo.

Value

A sipo: semi-infinite programming object


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