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Problem-class.html
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<h1>The Problem class.</h1>
<small class="dont-index">Source: <a href='https://github.com/cvxgrp/CVXR/blob/master/R/problem.R'><code>R/problem.R</code></a></small>
<div class="hidden name"><code>Problem-class.Rd</code></div>
</div>
<div class="ref-description">
<p>This class represents a convex optimization problem.</p>
</div>
<pre class="usage"><span class='fu'>Problem</span>(<span class='no'>objective</span>, <span class='kw'>constraints</span> <span class='kw'>=</span> <span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span>())
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='problem-parts.html'>objective</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='problem-parts.html'>objective</a></span>(<span class='no'>object</span>) <span class='kw'><-</span> <span class='no'>value</span>
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='problem-parts.html'>constraints</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='problem-parts.html'>constraints</a></span>(<span class='no'>object</span>) <span class='kw'><-</span> <span class='no'>value</span>
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='value-methods.html'>value</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='value-methods.html'>value</a></span>(<span class='no'>object</span>) <span class='kw'><-</span> <span class='no'>value</span>
<span class='co'># S4 method for Problem</span>
<span class='fu'>status</span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='is_dcp.html'>is_dcp</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='is_dgp.html'>is_dgp</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='is_qp.html'>is_qp</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='canonicalize.html'>canonicalize</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='is_mixed_integer.html'>is_mixed_integer</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='expression-parts.html'>variables</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='expression-parts.html'>parameters</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='expression-parts.html'>constants</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='expression-parts.html'>atoms</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='problem-parts.html'>size_metrics</a></span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'>solver_stats</span>(<span class='no'>object</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'>solver_stats</span>(<span class='no'>object</span>) <span class='kw'><-</span> <span class='no'>value</span>
<span class='co'># S4 method for Problem,character,logical</span>
<span class='fu'><a href='get_problem_data.html'>get_problem_data</a></span>(<span class='no'>object</span>, <span class='no'>solver</span>, <span class='no'>gp</span>)
<span class='co'># S4 method for Problem,character,missing</span>
<span class='fu'><a href='get_problem_data.html'>get_problem_data</a></span>(<span class='no'>object</span>, <span class='no'>solver</span>, <span class='no'>gp</span>)
<span class='co'># S4 method for Problem</span>
<span class='fu'><a href='unpack_results.html'>unpack_results</a></span>(<span class='no'>object</span>, <span class='no'>solution</span>, <span class='no'>chain</span>, <span class='no'>inverse_data</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>objective</th>
<td><p>A <a href='Minimize-class.html'>Minimize</a> or <a href='Maximize-class.html'>Maximize</a> object representing the optimization objective.</p></td>
</tr>
<tr>
<th>constraints</th>
<td><p>(Optional) A list of <a href='Constraint-class.html'>Constraint</a> objects representing constraints on the optimization variables.</p></td>
</tr>
<tr>
<th>object</th>
<td><p>A Problem class.</p></td>
</tr>
<tr>
<th>value</th>
<td><p>A <a href='Minimize-class.html'>Minimize</a> or <a href='Maximize-class.html'>Maximize</a> object (objective), list of <a href='Constraint-class.html'>Constraint</a> objects (constraints), or numeric scalar (value).</p></td>
</tr>
<tr>
<th>solver</th>
<td><p>A string indicating the solver that the problem data is for. Call <code><a href='installed_solvers.html'>installed_solvers()</a></code> to see all available.</p></td>
</tr>
<tr>
<th>gp</th>
<td><p>Is the problem a geometric problem?</p></td>
</tr>
<tr>
<th>solution</th>
<td><p>A <a href='Solution-class.html'>Solution</a> object.</p></td>
</tr>
<tr>
<th>chain</th>
<td><p>The corresponding solving <a href='Chain-class.html'>Chain</a>.</p></td>
</tr>
<tr>
<th>inverse_data</th>
<td><p>A <a href='InverseData-class.html'>InverseData</a> object or list containing data necessary for the inversion.</p></td>
</tr>
</table>
<h2 class="hasAnchor" id="methods-by-generic-"><a class="anchor" href="#methods-by-generic-"></a>Methods (by generic)</h2>
<ul>
<li><p><code>objective</code>: The objective of the problem.</p></li>
<li><p><code>objective<-</code>: Set the value of the problem objective.</p></li>
<li><p><code>constraints</code>: A list of the constraints of the problem.</p></li>
<li><p><code>constraints<-</code>: Set the value of the problem constraints.</p></li>
<li><p><code>value</code>: The value from the last time the problem was solved (or NA if not solved).</p></li>
<li><p><code>value<-</code>: Set the value of the optimal objective.</p></li>
<li><p><code>status</code>: The status from the last time the problem was solved.</p></li>
<li><p><code>is_dcp</code>: A logical value indicating whether the problem statisfies DCP rules.</p></li>
<li><p><code>is_dgp</code>: A logical value indicating whether the problem statisfies DGP rules.</p></li>
<li><p><code>is_qp</code>: A logical value indicating whether the problem is a quadratic program.</p></li>
<li><p><code>canonicalize</code>: The graph implementation of the problem.</p></li>
<li><p><code>is_mixed_integer</code>: logical value indicating whether the problem is a mixed integer program.</p></li>
<li><p><code>variables</code>: List of <a href='Variable-class.html'>Variable</a> objects in the problem.</p></li>
<li><p><code>parameters</code>: List of <a href='Parameter-class.html'>Parameter</a> objects in the problem.</p></li>
<li><p><code>constants</code>: List of <a href='Constant-class.html'>Constant</a> objects in the problem.</p></li>
<li><p><code>atoms</code>: List of <a href='Atom-class.html'>Atom</a> objects in the problem.</p></li>
<li><p><code>size_metrics</code>: Information about the size of the problem.</p></li>
<li><p><code>solver_stats</code>: Additional information returned by the solver.</p></li>
<li><p><code>solver_stats<-</code>: Set the additional information returned by the solver in the problem.</p></li>
<li><p><code>get_problem_data</code>: Get the problem data passed to the specified solver.</p></li>
<li><p><code>get_problem_data</code>: Get the problem data passed to the specified solver.</p></li>
<li><p><code>unpack_results</code>: Parses the output from a solver and updates the problem state, including the status,
objective value, and values of the primal and dual variables.
Assumes the results are from the given solver.</p></li>
</ul>
<h2 class="hasAnchor" id="slots"><a class="anchor" href="#slots"></a>Slots</h2>
<dl'>
<dt><code>objective</code></dt><dd><p>A <a href='Minimize-class.html'>Minimize</a> or <a href='Maximize-class.html'>Maximize</a> object representing the optimization objective.</p></dd>
<dt><code>constraints</code></dt><dd><p>(Optional) A list of constraints on the optimization variables.</p></dd>
<dt><code>value</code></dt><dd><p>(Internal) Used internally to hold the value of the optimization objective at the solution.</p></dd>
<dt><code>status</code></dt><dd><p>(Internal) Used internally to hold the status of the problem solution.</p></dd>
<dt><code>.cached_data</code></dt><dd><p>(Internal) Used internally to hold cached matrix data.</p></dd>
<dt><code>.separable_problems</code></dt><dd><p>(Internal) Used internally to hold separable problem data.</p></dd>
<dt><code>.size_metrics</code></dt><dd><p>(Internal) Used internally to hold size metrics.</p></dd>
<dt><code>.solver_stats</code></dt><dd><p>(Internal) Used internally to hold solver statistics.</p></dd>
</dl>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='no'>x</span> <span class='kw'><-</span> <span class='fu'><a href='Variable-class.html'>Variable</a></span>(<span class='fl'>2</span>)
<span class='no'>p</span> <span class='kw'><-</span> <span class='fu'>Problem</span>(<span class='fu'><a href='Minimize-class.html'>Minimize</a></span>(<span class='fu'><a href='p_norm.html'>p_norm</a></span>(<span class='no'>x</span>, <span class='fl'>2</span>)), <span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span>(<span class='no'>x</span> <span class='kw'>>=</span> <span class='fl'>0</span>))
<span class='fu'><a href='is_dcp.html'>is_dcp</a></span>(<span class='no'>p</span>)</div><div class='output co'>#> [1] TRUE</div><div class='input'><span class='no'>x</span> <span class='kw'><-</span> <span class='fu'><a href='Variable-class.html'>Variable</a></span>(<span class='fl'>2</span>)
<span class='no'>A</span> <span class='kw'><-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='fl'>1</span>,-<span class='fl'>1</span>,-<span class='fl'>1</span>, <span class='fl'>1</span>), <span class='kw'>nrow</span> <span class='kw'>=</span> <span class='fl'>2</span>)
<span class='no'>p</span> <span class='kw'><-</span> <span class='fu'>Problem</span>(<span class='fu'><a href='Minimize-class.html'>Minimize</a></span>(<span class='fu'><a href='quad_form.html'>quad_form</a></span>(<span class='no'>x</span>, <span class='no'>A</span>)), <span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span>(<span class='no'>x</span> <span class='kw'>>=</span> <span class='fl'>0</span>))
<span class='fu'><a href='is_qp.html'>is_qp</a></span>(<span class='no'>p</span>)</div><div class='output co'>#> [1] TRUE</div></pre>
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