maximize \ \ x + y
subject \ to \ \ x^2 + y^2 ≤q 1
x ≥q 0, y ≥q 0
1 2 3 4 5 6 7 8 9 10 11 12 13 | library(ROI)
obj <- L_objective(c(1, 1))
## NOTE: chol(diag(2)) == diag(2)
con <- C_constraint(L = rbind(0, -diag(2)),
cones = K_soc(3),
rhs = c(1, 0, 0))
op <- OP(obj, con, maximum=TRUE)
x <- ROI_solve(op, solver="ecos")
x
## Optimal solution found.
## The objective value is: 1.414214e+00
solution(x)
## [1] 0.7071068 0.7071068
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