DCPThis function returns an object containing the definition of a convex
program with non-linear constraints and (if provided) cone
constraints.
The returned object is a member of the reference-class DCP.
dcp(x0, f0, g0, h0, cList = list(), nlfList = list(), nlgList = list(),
nlhList = list(), A = NULL, b = NULL)An object belonging to the reference-class DCP.
An object of class vector with dimension \(n
\times 1\) for the initial values. The point x0 must be in
the domain of the nonlinear constraints.
function: the scalar-valued convex and
twice-differentiable objective function (its first argument must be
‘x’).
function: the gradient function of the objective (its
first argument must be ‘x’); returning a vector.
function: the Hessian function of the objective (its
first argument must be ‘x’); returning a matrix.
A list object containing the cone
constraints. Elements must be of either S4-class NNOC, or
SOCC, or PSDC or an empty list in case of no
inequality constraints.
A list object containing the nonlinear
constraints as its elements. The functions have to be specified with
x as their first argument and must be casted in implicit
form, i.e. \(f(x) \le 0\).
A list object containing the gradient functions
as its elements. The functions have to be specified with x as
their first argument.
A list object containing the Hessian functions
as its elements. The functions have to be specified with x as
their first argument.
An object of class matrix with dimension \(p \times
n\) or NULL for problems without equality constraints.
An object of class vector with dimension \(p \times
1\) or NULL for problems without equality constraints.