lpsolve_over_eta: Solve LP over polytope described by eta

Description Usage Arguments Value Examples

View source: R/lpsolve_over_eta.R

Description

Minimize linear program of the form t(objective_vector) * theta over theta in the convex polytope of theta included in the simplex and such that theta_l / theta_k <= etak,l. Employs the lpSolveAPI package.

Usage

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lpsolve_over_eta(eta, objective_vector)

Arguments

eta

A matrix of dimension K x K describing a convex polytope.

objective_vector

a vector giving coefficient of linear function to minimize.

Value

Evaluation of the objective function at its minimum.

Examples

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## Not run: 
eta <- rejection_sampler(c(1,0,3,2))$etas
lpsolve_over_eta(eta, c(1,0,0,0))

## End(Not run)

pierrejacob/montecarlodsm documentation built on June 16, 2021, 1:06 p.m.