ROI_reformulate function

Reformulate a Optimization Problem

Register a new reformulation method.

ROI_reformulate(x, to, method = NULL)

Arguments

• x: an object of class 'OP' giving the optimization problem.
• to: a data.frame with the supported signatures.
• method: a character string giving the name of the method.

Returns

the reformulated optimization problem.

Details

Currently ROI provides two reformulation methods.

1. bqp_to_lp transforms binary quadratic problems to linear mixed integer problems.
2. qp_to_socp transforms quadratic problems with linear constraints to second-order cone problems.

Examples

## 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")

See Also

Other reformulate functions: ROI_plugin_register_reformulation(), ROI_registered_reformulations()