Rcpp_DLP-class

Class for definition of linear programs.

classes

Routines for solving convex optimization problems with cone constraints by means of interior-point methods. The implemented algorithms are partially ported from CVXOPT, a Python module for convex optimization (see <https://cvxopt.org> for more information).

Bernhard Pfaff

cccp

Cone Constrained Convex Problems

Lieven Vandenberghe

Martin Andersen

Joachim Dahl

Rcpp_DLP-class function

Class <code>"C++Object"</code>, directly.
All reference classes extend and inherit methods from <code>"envRefClass"</code>.

Extends

<dl>
 <dt><code>q</code>:</dt>
<dd>Object of class <code>activeBindingFunction</code>:
 Matrix related to linear term in objective.</dd> <dt><code>A</code>:</dt>
<dd>Object of class <code>activeBindingFunction</code>:
 Left-hand side of equality cosntraints.</dd> <dt><code>b</code>:</dt>
<dd>Object of class <code>activeBindingFunction</code>:
 Right-hand side of equality cosntraints.</dd> <dt><code>cList</code>:</dt>
<dd>Object of class <code>activeBindingFunction</code>:
 Inequality constraints, class <code>CONEC</code>.</dd> 
</dl>

Fields

Class "Rcpp_DLP" — Rcpp_DLP-class

<dl>
 <dt><code>q</code>:</dt>
<dd>Object of class <code>activeBindingFunction</code>:
 Matrix related to linear term in objective.</dd>

 <dt><code>A</code>:</dt>
<dd>Object of class <code>activeBindingFunction</code>:
 Left-hand side of equality cosntraints.</dd>

 <dt><code>b</code>:</dt>
<dd>Object of class <code>activeBindingFunction</code>:
 Right-hand side of equality cosntraints.</dd>

 <dt><code>cList</code>:</dt>
<dd>Object of class <code>activeBindingFunction</code>:
 Inequality constraints, class <code>CONEC</code>.</dd>

 
</dl>

Rcpp_DLP-class: Class `"Rcpp_DLP"`

Description

Arguments

Extends

Fields

Examples