F_constraint function

Function Constraints

Function (or generally speaking nonlinear) constraints are typically of the form [REMOVE_ME]$f(x) \leq b [REMOVE_ME_2]$ 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.

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 functions 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).

Returns

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

Description

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

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.

Author(s)

Stefan Theussl