estbounds2.L2: Estimates the bounds with shape constraints (Stage 2 with...

In conroylau/lpinfer: An R Package for Inference in Linear Programs

Estimates the bounds with shape constraints (Stage 2 with 2-norm)

Description

This function evaluates the solution to stage 2 of the two-step procedure to obtain the estimated bound with the 2-norm.

Usage

estbounds2.L2(data, firststepsoln, lpmodel, modelsense, kappa, solver)

Arguments

data	An data frame or a matrix.
firststepsoln	The list of solutions to the first step problem.
lpmodel	The lpmodel object.
modelsense	The indicator of whether the model is to max or min an objective function.
kappa	The tuning parameter used in the second step of the two-step procedure for obtaining the bounds subject to the shape constraints. It can be any nonnegative number.
solver	The name of the linear and quadratic programming solver that is used to obtain the solution to linear and quadratic programs. The solvers supported by this package are cplexAPI, gurobi, limSolve and Rcplex.

Value

Returns the solution to the second step of the two-step procedure.

objval	The optimal value.
x	The optimal point.
status	The status of the optimization problem.

conroylau/lpinfer documentation built on Oct. 25, 2024, 4 a.m.