ROI: F_constraint – R documentation

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ROI

F_constraint

Function Constraints

Description

Function (or generally speaking nonlinear) constraints are typically of the form

f(x) ≤q b

where f() is a well-defined R function taking the objective variables x (typically a numeric vector) as arguments. b is called the right hand side of the constraints.

Usage

F_constraint(F, dir, rhs, J = NULL, names = NULL)

## S3 method for class 'F_constraint'
variable.names(object, ...)

is.F_constraint(x)

as.F_constraint(x, ...)

## S3 method for class ''NULL''
as.F_constraint(x, ...)

## S3 method for class 'NO_constraint'
as.F_constraint(x, ...)

## S3 method for class 'constraint'
as.F_constraint(x, ...)

## S3 method for class 'F_constraint'
terms(x, ...)

Arguments

`F`	a `function` or a list of `function`s of length m. Each `function` takes n parameters as input and must return a scalar. Thus, n is the number of objective variables and m is the number of constraints.
`dir`	a character vector with the directions of the constraints. Each element must be one of `"<="`, `">="` or `"=="`.
`rhs`	a numeric vector with the right hand side of the constraints.
`J`	an optional `function` holding the Jacobian of F.
`names`	an optional character vector giving the names of x.
`object`	an R object.
`x`	object to be tested.
`...`	further arguments passed to or from other methods (currently ignored).

Value

an object of class "F_constraint" which inherits from "constraint".

Author(s)

Stefan Theussl

ROI

R Optimization Infrastructure

v1.0-0

GPL-3

Authors

Kurt Hornik [aut], David Meyer [aut], Florian Schwendinger [aut], Stefan Theussl [aut, cre], Diethelm Wuertz [ctb]

Initial release