runCplexAPI: Running cplexAPI LP solver

In jkcshea/l1svr: Inference for Support Vector Regression Under l1 Regularization

Description

This function solves the LP problem using the cplexAPI package. The object generated by lpSetup is not compatible with the cplexAPI functions. This function adapts the object to solve the LP problem. See runGurobi for additional error code labels.

Usage

runCplexAPI(lpobj, lpdir, solver.options = NULL)

Arguments

lpobj	list of matrices and vectors defining the linear programming problem.
lpdir	input either CPX_MAX or CPX_MIN, which sets the LP problem as a maximization or minimization problem.
solver.options	list, each item of the list should correspond to an option specific to the LP solver selected.

Value

a list of the output from CPLEX. This includes the objective value, the solution vector, and the optimization status (status of 1 indicates successful optimization).

jkcshea/l1svr documentation built on March 4, 2021, 12:51 a.m.