gp function

Geometric program

This function solves a geometric program.

gp(F0, g0, FList = list(), gList = list(), nno = NULL,
   A = NULL, b = NULL, optctrl = ctrl())

Arguments

• F0: Matrix in the objective function.
• g0: Matrix in the objective function (affine terms).
• FList: List of matrices in posinomial functions.
• gList: List of matrices in posinomial functions (affine terms).
• nno: Object created by a call to nnoc().
• A: Lefthand-side matrix of equality constraints.
• b: Lefthand-side matrix of equality constraints.
• optctrl: Object of reference class Rcpp_CTRL , created by a call to ctrl().

Details

Solves a geometric program casted in its epigraph form.

Returns

An object of S4-class Rcpp_CPS.

References

Boyd, S., Kim, S.-J., Vandenberghe, L. and A. Hassibi (2007), A tutorial on geometric programming, Optim Eng, Educational Section, 8 :67--127, Springer.