This function solves a geometric program.

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

gp function

<dl> <dt>F0</dt>
<dd>Matrix in the objective function.</dd> <dt>g0</dt>
<dd>Matrix in the objective function (affine terms).</dd> <dt>FList</dt>
<dd>List of matrices in posinomial functions.</dd> <dt>gList</dt>
<dd>List of matrices in posinomial functions (affine terms).</dd> <dt>nno</dt>
<dd>Object created by a call to <code>nnoc()</code>.</dd> <dt>A</dt>
<dd>Lefthand-side matrix of equality constraints.</dd> <dt>b</dt>
<dd>Lefthand-side matrix of equality constraints.</dd> <dt>optctrl</dt>
<dd>Object of reference class &#8216;Rcpp_CTRL&#8217;, created
 by a call to <code>ctrl()</code>.</dd></dl>

Arguments

Geometric program — gp

<dl>

 <dt>F0</dt>
<dd>Matrix in the objective function.</dd>

 <dt>g0</dt>
<dd>Matrix in the objective function (affine terms).</dd>

 <dt>FList</dt>
<dd>List of matrices in posinomial functions.</dd>

 <dt>gList</dt>
<dd>List of matrices in posinomial functions (affine terms).</dd>

 <dt>nno</dt>
<dd>Object created by a call to <code>nnoc()</code>.</dd>

 <dt>A</dt>
<dd>Lefthand-side matrix of equality constraints.</dd>

 <dt>b</dt>
<dd>Lefthand-side matrix of equality constraints.</dd>

 <dt>optctrl</dt>
<dd>Object of reference class &#8216;Rcpp_CTRL&#8217;, created
 by a call to <code>ctrl()</code>.</dd>

</dl>

gp: Geometric program

Description

Usage

Value

Arguments

Details

References