Q_objective function

Quadratic Objective Function

A quadratic objective function is typically of the form [REMOVE_ME]$\frac{1}{2} x^\top Qx + c^\top x [REMOVE_ME_2]$ where $Q$ is a (sparse) matrix defining the quadratic part of the function and $c$ is a (sparse) vector of coefficients to the $n$ defining the linear part.

Q_objective(Q, L = NULL, names = NULL)

## S3 method for class 'Q_objective'
terms(x, ...)

as.Q_objective(x)

## S3 method for class 'Q_objective'
variable.names(object, ...)

Arguments

• Q: a $n \times n$ matrix with numeric entries representing the quadratic part of objective function. Sparse matrices of class "simple_triplet_matrix" can be supplied.

• L: a numeric vector of length $n$, where $n$ is the number of objective variables.

• names: an optional character vector giving the names of $x$

  (row/column names of $Q$, column names of $L$).

• x: an R object.

• ...: further arguments passed to or from other methods

• object: an R object.

Returns

an object of class "Q_objective" which inherits from "objective".

Description

A quadratic objective function is typically of the form

where $Q$ is a (sparse) matrix defining the quadratic part of the function and $c$ is a (sparse) vector of coefficients to the $n$ defining the linear part.

Author(s)

Stefan Theussl