Example-1 {ROI.plugin.scs} | R Documentation |
maximize \ \ x + y
subject \ to \ \ x^2 + y^2 ≤q 1
x ≥q 0, y ≥q 0
library(ROI) obj <- L_objective(c(1, 1)) ## NOTE: chol(diag(2)) == diag(2) con <- C_constraint(L = rbind(0, -diag(2)), cones = K_soc(3), rhs=c(1, 0, 0)) op <- OP(obj, con, maximum=TRUE) x <- ROI_solve(op, solver="scs") x ## Optimal solution found. ## The objective value is: 1.414214e+00 solution(x) ## [1] 0.7071068 0.7071068