getbound_per: getbound_per

Usage Arguments

View source: R/estimation.R

Usage

1
getbound_per(obj, Acons, bcons, pervar, verb = 1)

Arguments

obj

defines the linear coefficients of the linear objective function

Acons

defines the linear constraints in the form of Acons

\item

pervardefines the perturbation as in Cho and Russell (2020).

optimal value of the objective functions for the lower_minus, lower_plus, upper_minus, upper_plus LP problems. Definition see Cho and Russell (2020). phat are the associated optimal solutions and status is the solution status of the optimization problem. #' @examples Suppose the original LP is min/max_x c'x s.t. A Use Rmosek to solve four perturbed LP problems as proposed in Cho and Russell (2020) to get bias-corrected estimator for the identified set.


seanmtelliott/RCBRpartial documentation built on Dec. 22, 2021, 11:16 p.m.