CVXR (version 1.9.1)

Variable: Create an Optimization Variable

Description

Constructs a variable to be used in a CVXR optimization problem. Variables are decision variables that the solver optimizes over.

Usage

Variable(
  shape = c(1L, 1L),
  name = NULL,
  value = NULL,
  var_id = NULL,
  latex_name = NULL,
  ...
)

Value

A Variable object (inherits from Leaf and Expression).

Arguments

shape

Integer vector of length 1 or 2 giving the variable dimensions. A scalar n is interpreted as c(n, 1). Defaults to c(1, 1) (scalar).

name

Optional character string name for the variable. If NULL, an automatic name "var<id>" is generated.

value

Optional numeric initial value (scalar, vector, or matrix matching shape). Validated and projected onto the attribute domain via the same path as value(var) <- val.

var_id

Optional integer ID. If NULL, a unique ID is generated.

latex_name

Optional character string giving a custom LaTeX name for use in visualizations. For example, "\\mathbf{x}". If NULL (default), visualizations auto-generate a LaTeX name.

...

Additional attributes: nonneg, nonpos, PSD, NSD, symmetric, boolean, integer, etc.

Examples

x <- Variable(3)        # 3x1 column vector
X <- Variable(c(2, 3))  # 2x3 matrix
y <- Variable(2, nonneg = TRUE)  # non-negative variable
z <- Variable(3, name = "z", latex_name = "\\mathbf{z}")  # custom LaTeX