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ROI_plugin_build_inequality_constraints

Build Functional Inequality Constraints


Description

There exist different forms of functional inequality constraints, this function transforms the form used in ROI into the forms commonly used by R optimization solvers.

Usage

ROI_plugin_build_inequality_constraints(x, type = c("leq_zero", "geq_zero"))

Arguments

x

an object of type "OP".

type

an character giving the type of the function to be returned, possible values are "leq\_zero" and "geq\_zero". For more information see Details.

Details

There are three types of inequality constraints commonly used in R

  1. leq\_zero: h(x) ≤q 0 and

  2. geq\_zero: h(x) ≥q 0 and

  3. leq_geq\_rhs: lhs ≥q h(x) ≤q rhs .

Value

Returns one function, which combines all the functional constraints.

Note

This function only intended for plugin authors.

See Also


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

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