Version: 1.0-1
Title: 'quadprog' Plug-in for the 'R' Optimization Infrastructure
Description: Enhances the R Optimization Infrastructure ('ROI') package by registering the 'quadprog' solver. It allows for solving quadratic programming (QP) problems.
Imports: methods, quadprog, ROI (≥ 0.3-0), slam
License: GPL-3
URL: http://roi.r-forge.r-project.org/, https://r-forge.r-project.org/projects/roi/
NeedsCompilation: no
Packaged: 2023-07-07 17:48:26 UTC; theussl
Author: Stefan Theussl ORCID iD [aut, cre]
Maintainer: Stefan Theussl <Stefan.Theussl@R-Project.org>
Repository: CRAN
Date/Publication: 2023-07-12 22:40:06 UTC

Quadratic Problem 1

Description

maximize \ \ x_1^2 + x_2^2 + x_3^2 - 5 x_2

subject \ to:

-4 x_1 - 3 x_2 + \geq -8

2 x_1 + x_2 + \geq 2

- 2 x_2 + x_3 \geq 0

x_1, x_2, x_3 \geq 0

Examples


require("ROI")
A <- cbind(c(-4, -3, 0), 
           c( 2,  1, 0), 
           c( 0, -2, 1))
x <- OP(Q_objective(diag(3), L =  c(0, -5, 0)),
        L_constraint(L = t(A),
                     dir = rep(">=", 3),
                     rhs = c(-8, 2, 0)))

opt <- ROI_solve(x, solver="quadprog")
opt
## Optimal solution found.
## The objective value is: -2.380952e+00
solution(opt)
## [1]  0.4761905 1.0476190 2.0952381