1 | getbound(obj, Acons, bcons, verb = 1)
|
obj |
defines the linear coefficients of the linear objective function |
Acons |
defines the linear constraints in the form of Acons \itembconsdefines the linear constraints in the form of Acons \itemverbdefines how much information of the optimization routine to be printed. Default is set at 1 for no print, change to 5 for full output print bound is the lower and upper bound of the value function, phat is the optimized solution for lower and upper bound, status records the status of the two optimization problem calls Rmosek to solve for two linear programming problem for the identified set ## min/max_x obj'x s.t. Acons %*% x = bcons |
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