Quadratic Constraints
Quadratic constraints are typically of the form
\frac{1}{2}x^{\top}Q_ix + L_i x ≤q rhs_i
where Q_i is the ith of m (sparse) matrices (all of dimension n \times n) giving the coefficients of the quadratic part of the equation. The m \times n (sparse) matrix L holds the coefficients of the linear part of the equation and L_i refers to the ith row. The right hand side of the constraints is represented by the vector rhs.
Q_constraint(Q, L, dir, rhs, names = NULL) ## S3 method for class 'Q_constraint' variable.names(object, ...) as.Q_constraint(x) is.Q_constraint(x) ## S3 method for class 'Q_constraint' length(x) ## S3 method for class 'Q_constraint' terms(x, ...)
Q |
a list of (sparse) matrices representing the quadratic part of each constraint. |
L |
a numeric vector of length n (a single constraint)
or a matrix of dimension m \times n, where n is the
number of objective variables and m is the number of
constraints. Matrices can be of class
|
dir |
a character vector with the directions of the
constraints. Each element must be one of |
rhs |
a numeric vector with the right hand side of the constraints. |
names |
an optional character vector giving the names of x (row/column names of Q, column names of A). |
object |
an R object. |
... |
further arguments passed to or from other methods (currently ignored). |
x |
an R object. |
an object of class "Q_constraint" which inherits
from "constraint".
Stefan Theussl
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