dcp function

Creating a member object of the reference-class DCP

This function returns an object containing the definition of a convex program with non-linear constraints and (if provided) cone constraints. The returned object is a member of the reference-class DCP.

dcp(x0, f0, g0, h0, cList = list(), nlfList = list(), nlgList = list(),
    nlhList = list(), A = NULL, b = NULL)

Arguments

• x0: An object of class vector with dimension c("$n\n$", "$\\times 1$") for the initial values. The point x0 must be in the domain of the nonlinear constraints.
• f0: function: the scalar-valued convex and twice-differentiable objective function (its first argument must be ‘x’ ).
• g0: function: the gradient function of the objective (its first argument must be ‘x’ ); returning a vector.
• h0: function: the Hessian function of the objective (its first argument must be ‘x’ ); returning a matrix.
• cList: A list object containing the cone constraints. Elements must be of either S4-class NNOC, or SOCC, or PSDC or an empty list in case of no inequality constraints.
• nlfList: A list object containing the nonlinear constraints as its elements. The functions have to be specified with x as their first argument and must be casted in implicit form, i.e. $f(x) \le 0$.
• nlgList: A list object containing the gradient functions as its elements. The functions have to be specified with x as their first argument.
• nlhList: A list object containing the Hessian functions as its elements. The functions have to be specified with x as their first argument.
• A: An object of class matrix with dimension c("$p \\times\n$", "$n$") or NULL for problems without equality constraints.
• b: An object of class vector with dimension c("$p \\times\n$", "$1$") or NULL for problems without equality constraints.

Returns

An object belonging to the reference-class DCP.