Creating a member object of the reference-class DNL
Creating a member object of the reference-class DNL
This function returns an object containing the definition of a linear program with non-linear constraints and (if provided) cone constraints. The returned object is a member of the reference-class DNL.
dnl(q, A =NULL, b =NULL, cList = list(), x0, nlfList = list(), nlgList = list(), nlhList = list())
Arguments
q: vector of length n for the coefficients in the objective.
A: An object of class matrix with dimension c("ptimes\n", "n") or NULL for problems without equality constraints.
b: An object of class vector with dimension c("ptimes\n", "1") or NULL for problems without equality constraints.
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.
x0: An object of class vector with dimension c("n\n", "times1") for the initial values. The point x0 must be in the domain of the nonlinear 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)≤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.