dlp function

Creating a member object of the reference-class DLP

This function returns an object containing the definition of a cone constrained linear program. The returned object is a member of the reference-class DLP.

dlp(q, A = NULL, b = NULL, cList = list())

Arguments

• q: An object of class vector with dimension $n \times 1$.
• 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.
• cList: A list object containing the cone constraints. Elements must be of either reference-class NNOC, or SOCC, or PSDC or an empty list in case of no inequality constraints.

Returns

An object belonging to the reference-class DLP.