Q_objective: Quadratic Objective Function

In ROI: R Optimization Infrastructure

Quadratic Objective Function

Description

A quadratic objective function is typically of the form

\frac{1}{2} x^\top Qx + c^\top x

where Q is a (sparse) matrix defining the quadratic part of the function and c is a (sparse) vector of coefficients to the n defining the linear part.

Usage

Q_objective(Q, L = NULL, names = NULL)

## S3 method for class 'Q_objective'
terms(x, ...)

as.Q_objective(x)

## S3 method for class 'Q_objective'
variable.names(object, ...)

Arguments

Q	a n \times n matrix with numeric entries representing the quadratic part of objective function. Sparse matrices of class "simple_triplet_matrix" can be supplied.
L	a numeric vector of length n, where n is the number of objective variables.
names	an optional character vector giving the names of x (row/column names of Q, column names of L).
x	an R object.
...	further arguments passed to or from other methods
object	an R object.

Value

an object of class "Q_objective" which inherits from "objective".

Author(s)

Stefan Theussl

ROI documentation built on April 21, 2023, 1:11 a.m.