tools:::Rd_package_description("optiSolve")
tools:::Rd_package_author("optiSolve")
Maintainer: tools:::Rd_package_maintainer("optiSolve")
The following steps are included in solving a constrained optimization problem (cop):
1) Define the objective with one of the following functions:
| linfun | defines a linear objective function, |
| quadfun | defines a quadratic objective function, |
| ratiofun | defines a rational objective function. |
2) Define the constraints by using the following functions:
| lincon | defines linear equality and inequality constraints, |
| quadcon | defines quadratic constraints, |
| ratiocon | defines rational constraints, |
| lbcon | defines lower bounds for the variables, |
| ubcon | defines upper bounds for the variables. |
3) Put the objective function and the constraints together to define the optimization problem:
| cop | defines a constrained optimization problem. |
4) Solve the optimization problem:
| solvecop | solves a constrained optimization problem. |
5) Check if the solution fulfils all constraints:
| validate | checks if the solution fulfils all constraints, and calculates the values of the constraints. |
Kraft, D. (1988). A software package for sequential quadratic programming, Technical Report DFVLR-FB 88-28, Institut fuer Dynamik der Flugsysteme, Oberpfaffenhofen, July 1988.
Lange K, Optimization, 2004, Springer.
Madsen K, Nielsen HB, Tingleff O, Optimization With Constraints, 2004, IMM, Technical University of Denmark.