socc {cccp} | R Documentation |
Definition of second-oder cone inequality constraints
Description
This function is the interface to the reference class SOCC
for
creating second-oder cone constraints.
Usage
socc(F, g, d, f)
Arguments
F |
Object of class "matrix" : The matrix appearing in the
norm-expression on the left-hand side of a second-order cone constraint.
|
g |
Object of class "numeric" : The vector appearing in the
norm-expression on the left-hand side of a second-order cone constraint.
|
d |
Object of class "numeric" : The vector appearing on the
right-hand side of a second-order cone constraint.
|
f |
Object of class "numeric" : The scalar appearing on the
right-hand side of a second-order cone constraint.
|
Details
A second-order cone constraint is given as || Fx + g ||_2 \le d'x
+ f
. The matrix G
is created as G = [-d, -F]
and the
vector h
is constructed as h = [f, g]
.
Value
List with elements: conType
, G
and h
.
[Package
cccp version 0.3-1
Index]