ivmte (version 1.4.0)

qpSetupBound: Constructing QCQP problem for bounding

Description

This function is only used when the direct MTR regression procedure is used. This function simply constructs the quadratic constraint, and adds it to the LP problem defined by the linear optimization problem for the bounds and the linear shape constraints.

Usage

qpSetupBound(
  env,
  g0,
  g1,
  criterion.tol,
  criterion.min,
  rescale = FALSE,
  setup = TRUE
)

Arguments

env

environment containing the matrices defining the LP problem.

g0

set of expectations for each terms of the MTR for the control group.

g1

set of expectations for each terms of the MTR for the control group.

criterion.tol

non-negative scalar, determines how much the quadratic constraint should be relaxed by. If set to 0, the constraint is not relaxed at all.

criterion.min

minimum of (SSR - SSY) of a linear regression with shape constraints.

rescale

boolean, set to TRUE if the MTR components should be rescaled to improve stability in the LP/QP/QCP optimization.

setup

boolean, set to TRUE if the QP problem should be set up for solving the bounds, which includes the quadratic constraint. Set to FALSE if the quadratic constraint should be removed.

Value

A list of matrices and vectors necessary to define an LP problem for Gurobi or MOSEK.