L_constraint: Linear Constraints

In ROI: R Optimization Infrastructure

Description

Linear constraints are typically of the form

Lx ≤q rhs

where L is a m \times n (sparse) matrix of coefficients to the objective variables x and the right hand side rhs is a vector of length m.

Usage

L_constraint(L, dir, rhs, names = NULL)

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

as.L_constraint(x, ...)

is.L_constraint(x)

## S3 method for class 'L_constraint'
length(x)

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

Arguments

L	a numeric vector of length n (a single constraint) or a matrix of dimension m \times n, where n is the number of objective variables and m is the number of constraints. Matrices can be of class "simple_triplet_matrix" to allow a sparse representation of constraints.
dir	a character vector with the directions of the constraints. Each element must be one of "<=", ">=" or "==".
rhs	a numeric vector with the right hand side of the constraints.
names	an optional character vector giving the names of x (column names of A).
object	an R object.
...	further arguments passed to or from other methods (currently ignored).
x	an R object.

Value

an object of class "L_constraint" which inherits from "constraint".

Author(s)

Stefan Theussl

ROI documentation built on Aug. 29, 2020, 3:01 p.m.