Define a constrained optimization problem with a linear, quadratic, or rational objective function, and linear, quadratic, rational, and boundary constraints.
cop(f, max=FALSE, lb=NULL, ub=NULL, lc=NULL, ...)Logical value. Should the function be maximized? This is possible only for linear objective functions.
Lower bounds for the variables, defined with function lbcon.
Upper bounds for the variables, defined with function ubcon.
Linear inequality and equality constraints, defined with function lincon.
An object of class COP, which may contain the following components
List with S3-class "linFun", "quadFun", or "ratioFun", defining the objective function
Logical value. Should the objective function be maximized?
List with S3-class "lbCon", defining lower bounds.
List with S3-class "ubCon", defining upper bounds.
List with S3-class "linCon", defining linear constraints
List with S3-class "quadCon", defining quadratic constraints
List with S3-class "ratioCon", defining rational constraints
Vector with NAs
Vector with names of the variables that are to be optimized
Logical variable indicating whether non-positive-semidefinite matrices have already been approximated by positive-definite matrices.
Define a constrained optimization problem with a linear, quadratic, or rational objective function, and linear, quadratic, rational, and boundary constraints. The optimization problem can be solved with function solvecop.
The main function for solving constrained programming problems is solvecop.