ECOS_update

Replaces numerical values in an existing ECOS workspace without
repeating symbolic analysis. The sparsity structure must remain
the same; only the non-zero values of G and A, and the dense
vectors c, h, b can be updated. Pass <code>NULL</code> for any argument
to leave it unchanged.

R interface to the Embedded COnic Solver (ECOS), an efficient
and robust C library for convex problems. Conic and equality
constraints can be specified in addition to integer and
boolean variable constraints for mixed-integer problems. This
R interface is inspired by the python interface and has
similar calling conventions.

Balasubramanian Narasimhan

ECOSolveR

Embedded Conic Solver in R

Anqi Fu

Florian Schwendinger

Martin Maechler

ECOS_update function

<dl><dt>workspace</dt>
<dd>an external pointer of class <code>"ecos_workspace"</code>
as returned by <code>ECOS_setup</code>.</dd>
<dt>Gpr</dt>
<dd>numeric vector of new non-zero values for G (same length
as original), or <code>NULL</code> to keep current values.</dd>
<dt>Apr</dt>
<dd>numeric vector of new non-zero values for A (same length
as original), or <code>NULL</code> to keep current values.</dd>
<dt>c</dt>
<dd>numeric vector of new objective coefficients, or <code>NULL</code>.</dd>
<dt>h</dt>
<dd>numeric vector of new inequality RHS, or <code>NULL</code>.</dd>
<dt>b</dt>
<dd>numeric vector of new equality RHS, or <code>NULL</code>.</dd></dl>

Arguments

Update numerical data in an ECOS workspace — ECOS_update

<dl>

<dt>workspace</dt>
<dd>an external pointer of class <code>"ecos_workspace"</code>
as returned by <code>ECOS_setup</code>.</dd>


<dt>Gpr</dt>
<dd>numeric vector of new non-zero values for G (same length
as original), or <code>NULL</code> to keep current values.</dd>


<dt>Apr</dt>
<dd>numeric vector of new non-zero values for A (same length
as original), or <code>NULL</code> to keep current values.</dd>


<dt>c</dt>
<dd>numeric vector of new objective coefficients, or <code>NULL</code>.</dd>


<dt>h</dt>
<dd>numeric vector of new inequality RHS, or <code>NULL</code>.</dd>


<dt>b</dt>
<dd>numeric vector of new equality RHS, or <code>NULL</code>.</dd>

</dl>

ECOS_update: Update numerical data in an ECOS workspace

Description

Usage

Value

Arguments

See Also