-
Notifications
You must be signed in to change notification settings - Fork 32
/
ConeMatrixStuffing-class.html
212 lines (161 loc) · 8.23 KB
/
ConeMatrixStuffing-class.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
<!-- Generated by pkgdown: do not edit by hand -->
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<title>Construct Matrices for Linear Cone Problems — ConeMatrixStuffing-class • CVXR</title>
<!-- favicons -->
<link rel="icon" type="image/png" sizes="16x16" href="../favicon-16x16.png">
<link rel="icon" type="image/png" sizes="32x32" href="../favicon-32x32.png">
<link rel="apple-touch-icon" type="image/png" sizes="180x180" href="../apple-touch-icon.png" />
<link rel="apple-touch-icon" type="image/png" sizes="120x120" href="../apple-touch-icon-120x120.png" />
<link rel="apple-touch-icon" type="image/png" sizes="76x76" href="../apple-touch-icon-76x76.png" />
<link rel="apple-touch-icon" type="image/png" sizes="60x60" href="../apple-touch-icon-60x60.png" />
<!-- jquery -->
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.4.1/jquery.min.js" integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
<!-- Bootstrap -->
<link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/twitter-bootstrap/3.4.1/css/bootstrap.min.css" integrity="sha256-bZLfwXAP04zRMK2BjiO8iu9pf4FbLqX6zitd+tIvLhE=" crossorigin="anonymous" />
<script src="https://cdnjs.cloudflare.com/ajax/libs/twitter-bootstrap/3.4.1/js/bootstrap.min.js" integrity="sha256-nuL8/2cJ5NDSSwnKD8VqreErSWHtnEP9E7AySL+1ev4=" crossorigin="anonymous"></script>
<!-- bootstrap-toc -->
<link rel="stylesheet" href="../bootstrap-toc.css">
<script src="../bootstrap-toc.js"></script>
<!-- Font Awesome icons -->
<link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.12.1/css/all.min.css" integrity="sha256-mmgLkCYLUQbXn0B1SRqzHar6dCnv9oZFPEC1g1cwlkk=" crossorigin="anonymous" />
<link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.12.1/css/v4-shims.min.css" integrity="sha256-wZjR52fzng1pJHwx4aV2AO3yyTOXrcDW7jBpJtTwVxw=" crossorigin="anonymous" />
<!-- clipboard.js -->
<script src="https://cdnjs.cloudflare.com/ajax/libs/clipboard.js/2.0.6/clipboard.min.js" integrity="sha256-inc5kl9MA1hkeYUt+EC3BhlIgyp/2jDIyBLS6k3UxPI=" crossorigin="anonymous"></script>
<!-- headroom.js -->
<script src="https://cdnjs.cloudflare.com/ajax/libs/headroom/0.11.0/headroom.min.js" integrity="sha256-AsUX4SJE1+yuDu5+mAVzJbuYNPHj/WroHuZ8Ir/CkE0=" crossorigin="anonymous"></script>
<script src="https://cdnjs.cloudflare.com/ajax/libs/headroom/0.11.0/jQuery.headroom.min.js" integrity="sha256-ZX/yNShbjqsohH1k95liqY9Gd8uOiE1S4vZc+9KQ1K4=" crossorigin="anonymous"></script>
<!-- pkgdown -->
<link href="../pkgdown.css" rel="stylesheet">
<script src="../pkgdown.js"></script>
<meta property="og:title" content="Construct Matrices for Linear Cone Problems — ConeMatrixStuffing-class" />
<meta property="og:description" content="Linear cone problems are assumed to have a linear objective and cone constraints,
which may have zero or more arguments, all of which must be affine." />
<meta property="og:image" content="https://www.cvxgrp.org/CVXR/logo.svg" />
<!-- mathjax -->
<script src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js" integrity="sha256-nvJJv9wWKEm88qvoQl9ekL2J+k/RWIsaSScxxlsrv8k=" crossorigin="anonymous"></script>
<script src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/config/TeX-AMS-MML_HTMLorMML.js" integrity="sha256-84DKXVJXs0/F8OTMzX4UR909+jtl4G7SPypPavF+GfA=" crossorigin="anonymous"></script>
<!--[if lt IE 9]>
<script src="https://oss.maxcdn.com/html5shiv/3.7.3/html5shiv.min.js"></script>
<script src="https://oss.maxcdn.com/respond/1.4.2/respond.min.js"></script>
<![endif]-->
</head>
<body data-spy="scroll" data-target="#toc">
<div class="container template-reference-topic">
<header>
<div class="navbar navbar-default navbar-fixed-top" role="navigation">
<div class="container">
<div class="navbar-header">
<button type="button" class="navbar-toggle collapsed" data-toggle="collapse" data-target="#navbar" aria-expanded="false">
<span class="sr-only">Toggle navigation</span>
<span class="icon-bar"></span>
<span class="icon-bar"></span>
<span class="icon-bar"></span>
</button>
<span class="navbar-brand">
<a class="navbar-link" href="../index.html">CVXR</a>
<span class="version label label-default" data-toggle="tooltip" data-placement="bottom" title="Released version">1.0-8</span>
</span>
</div>
<div id="navbar" class="navbar-collapse collapse">
<ul class="nav navbar-nav">
<li>
<a href="../index.html">
<span class="fas fa fas fa-home fa-lg"></span>
</a>
</li>
<li>
<a href="../reference/index.html">Reference</a>
</li>
<li class="dropdown">
<a href="#" class="dropdown-toggle" data-toggle="dropdown" role="button" aria-expanded="false">
Articles
<span class="caret"></span>
</a>
<ul class="dropdown-menu" role="menu">
<li>
<a href="../articles/cvxr_intro.html">Disciplined Convex Optimization in R</a>
</li>
<li>
<a href="../articles/version1.html">Version 1.0</a>
</li>
</ul>
</li>
<li>
<a href="../news/index.html">Changelog</a>
</li>
</ul>
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/cvxgrp/CVXR/">
<span class="fab fa fab fa-github fa-lg"></span>
</a>
</li>
</ul>
</div><!--/.nav-collapse -->
</div><!--/.container -->
</div><!--/.navbar -->
</header>
<div class="row">
<div class="col-md-9 contents">
<div class="page-header">
<h1>Construct Matrices for Linear Cone Problems</h1>
<small class="dont-index">Source: <a href='https://github.com/cvxgrp/CVXR/blob/master/R/dcp2cone.R'><code>R/dcp2cone.R</code></a></small>
<div class="hidden name"><code>ConeMatrixStuffing-class.Rd</code></div>
</div>
<div class="ref-description">
<p>Linear cone problems are assumed to have a linear objective and cone constraints,
which may have zero or more arguments, all of which must be affine.</p>
</div>
<pre class="usage"><span class='co'># S4 method for ConeMatrixStuffing,Problem</span>
<span class='fu'><a href='accepts.html'>accepts</a></span>(<span class='no'>object</span>, <span class='no'>problem</span>)
<span class='co'># S4 method for ConeMatrixStuffing,Problem,CoeffExtractor</span>
<span class='fu'>stuffed_objective</span>(<span class='no'>object</span>, <span class='no'>problem</span>, <span class='no'>extractor</span>)</pre>
<h2 class="hasAnchor" id="arguments"><a class="anchor" href="#arguments"></a>Arguments</h2>
<table class="ref-arguments">
<colgroup><col class="name" /><col class="desc" /></colgroup>
<tr>
<th>object</th>
<td><p>A ConeMatrixStuffing object.</p></td>
</tr>
<tr>
<th>problem</th>
<td><p>A <a href='Problem-class.html'>Problem</a> object.</p></td>
</tr>
<tr>
<th>extractor</th>
<td><p>Used to extract the affine coefficients of the objective.</p></td>
</tr>
</table>
<h2 class="hasAnchor" id="details"><a class="anchor" href="#details"></a>Details</h2>
<p>minimize c^Tx
subject to cone_constr1(A_1*x + b_1, ...)
...
cone_constrK(A_K*x + b_K, ...)</p>
<h2 class="hasAnchor" id="methods-by-generic-"><a class="anchor" href="#methods-by-generic-"></a>Methods (by generic)</h2>
<ul>
<li><p><code>accepts</code>: Is the solver accepted?</p></li>
<li><p><code>stuffed_objective</code>: Returns a list of the stuffed matrices</p></li>
</ul>
</div>
<div class="col-md-3 hidden-xs hidden-sm" id="pkgdown-sidebar">
<nav id="toc" data-toggle="toc" class="sticky-top">
<h2 data-toc-skip>Contents</h2>
</nav>
</div>
</div>
<footer>
<div class="copyright">
<p>Developed by <a href='https://web.stanford.edu/~anqif/'>Anqi Fu</a>, <a href='https://web.stanford.edu/~naras'>Balasubramanian Narasimhan</a>, David W Kang, <a href='https://web.stanford.edu/~stevend2/'>Steven Diamond</a>, <a href='https://people.eecs.berkeley.edu/~miller_john/'>John Miller</a>.</p>
</div>
<div class="pkgdown">
<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
</div>
</footer>
</div>
</body>
</html>