This function returns an object containing the definition of a cone
 constrained quadratic program. The returned object is a member of the
 reference-class <code>DQP</code>.

optimize

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

dqp function

<dl> <dt>P</dt>
<dd>An object of class <code>matrix</code> with dimension \(n \times n\).</dd> <dt>q</dt>
<dd>An object of class <code>vector</code> with dimension \(n \times 1\).</dd> <dt>A</dt>
<dd>An object of class <code>matrix</code> with dimension \(p \times
 n\) or <code>NULL</code> for problems without equality constraints.</dd> <dt>b</dt>
<dd>An object of class <code>vector</code> with dimension \(p \times
 1\) or <code>NULL</code> for problems without equality constraints.</dd> <dt>cList</dt>
<dd>A <code>list</code> object containing the cone
 constraints. Elements must be of either reference-class <code>NNOC</code>, or
 <code>SOCC</code>, or <code>PSDC</code> or an empty list in case of no
 inequality constraints.</dd></dl>

Arguments

Creating a member object of the reference-class DQP — dqp

<dl>

 <dt>P</dt>
<dd>An object of class <code>matrix</code> with dimension \(n \times n\).</dd>

 <dt>q</dt>
<dd>An object of class <code>vector</code> with dimension \(n \times 1\).</dd>

 <dt>A</dt>
<dd>An object of class <code>matrix</code> with dimension \(p \times
 n\) or <code>NULL</code> for problems without equality constraints.</dd>

 <dt>b</dt>
<dd>An object of class <code>vector</code> with dimension \(p \times
 1\) or <code>NULL</code> for problems without equality constraints.</dd>

 <dt>cList</dt>
<dd>A <code>list</code> object containing the cone
 constraints. Elements must be of either reference-class <code>NNOC</code>, or
 <code>SOCC</code>, or <code>PSDC</code> or an empty list in case of no
 inequality constraints.</dd>

</dl>

dqp: Creating a member object of the reference-class `DQP`

Description

Usage

Value

Arguments