Example-1 {ROI.plugin.osqp} | R Documentation |
maximize \ \ x_1^2 + x_2^2 + x_3^2 - 5 x_2
subject \ to:
-4 x_1 - 3 x_2 + ≥q -8
2 x_1 + x_2 + ≥q 2
- 2 x_2 + x_3 ≥q 0
x_1, x_2, x_3 ≥q 0
require("ROI") require("ROI.plugin.osqp") 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 = "osqp", abs_tol = 1e-8, rel_tol = 1e-8) opt ## Optimal solution found. ## The objective value is: -2.380952e+00 solution(opt) ## [1] 0.4761905 1.0476191 2.0952381