CVXR: ConeMatrixStuffing-class – R documentation

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ConeMatrixStuffing-class

Construct Matrices for Linear Cone Problems

Description

Linear cone problems are assumed to have a linear objective and cone constraints, which may have zero or more arguments, all of which must be affine.

Usage

## S4 method for signature 'ConeMatrixStuffing,Problem'
accepts(object, problem)

## S4 method for signature 'ConeMatrixStuffing,Problem,CoeffExtractor'
stuffed_objective(object, problem, extractor)

Arguments

`object`	A ConeMatrixStuffing object.
`problem`	A Problem object.
`extractor`	Used to extract the affine coefficients of the objective.

Details

minimize c^Tx subject to cone_constr1(A_1*x + b_1, ...) ... cone_constrK(A_K*x + b_K, ...)

Methods (by generic)

accepts: Is the solver accepted?
stuffed_objective: Returns a list of the stuffed matrices

CVXR

Disciplined Convex Optimization

v1.0-10

Apache License 2.0 | file LICENSE

Authors

Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], David W Kang [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]

Initial release