Example-2 {ROI.plugin.ecos} | R Documentation |
The following example is also known as Problem 10
from the
Hock-Schittkowski-Collection Hock and Schittkowski (1981)
.
minimize \ \ x - y \\
subject \ to \ \ -3 x^2 + 2 x y + 1 ≥q 0
W. Hock, K. Schittkowski (1981): Test Examples for Nonlinear Programming Codes, Lecture Notes in Economics and Mathematical Systems, Vol. 187, Springer
library(ROI) obj <- L_objective(c(1, -1)) L <- chol(rbind(c(3, -1), c(-1, 1))) con <- C_constraint(L = rbind(0, -L), cones = K_soc(3), rhs = c(1, 0, 0)) op <- OP(objective = obj, constraints = con, bounds = V_bound(li=1:2, lb=rep(-Inf, 2))) x <- ROI_solve(op, solver="ecos") x ## Optimal solution found. ## The objective value is: -1.000000e+00 solution(x) ## [1] 1.996387e-10 1.000000e+00