Learn R Programming

cccp (version 0.3-1)

dnl: Creating a member object of the reference-class DNL

Description

This function returns an object containing the definition of a linear program with non-linear constraints and (if provided) cone constraints. The returned object is a member of the reference-class DNL.

Usage

dnl(q, A = NULL, b = NULL, cList = list(),
    x0, nlfList = list(), nlgList = list(), nlhList = list())

Value

An object belonging to the reference-class DNL.

Arguments

q

vector of length \(n\) for the coefficients in the objective.

A

An object of class matrix with dimension \(p \times n\) or NULL for problems without equality constraints.

b

An object of class vector with dimension \(p \times 1\) or NULL for problems without equality constraints.

cList

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.

x0

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.

nlfList

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. \(f(x) \le 0\).

nlgList

A list object containing the gradient functions as its elements. The functions have to be specified with x as their first argument.

nlhList

A list object containing the Hessian functions as its elements. The functions have to be specified with x as their first argument.