Reformulate a Optimization Problem
Register a new reformulation method.
ROI_reformulate(x, to, method = NULL)
x |
an object of class |
to |
a |
method |
a character string giving the name of the method. |
Currently ROI provides two reformulation methods.
bqp_to_lp transforms binary quadratic problems to
linear mixed integer problems.
qp_to_socp transforms quadratic problems with linear
constraints to second-order cone problems.
the reformulated optimization problem.
Other reformulate functions:
ROI_plugin_register_reformulation(),
ROI_registered_reformulations()
## Example from
## Boros, Endre, and Peter L. Hammer. "Pseudo-boolean optimization."
## Discrete applied mathematics 123, no. 1 (2002): 155-225.
## minimize: 3 x y + y z - x - 4 y - z + 6
Q <- rbind(c(0, 3, 0),
c(3, 0, 1),
c(0, 1, 0))
L <- c(-1, -4, -1)
x <- OP(objective = Q_objective(Q = Q, L = L), types = rep("B", 3))
## reformulate into a mixed integer linear problem
milp <- ROI_reformulate(x, "lp")
## reformulate into a second-order cone problem
socp <- ROI_reformulate(x, "socp")Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.