Create different kinds of optimization problems with targets and constraints.
minimize(...) maximize(...) satisfy(...)
... | optimization targets and constraints. |
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# NOT RUN { convex_setup() x <- Variable(4) b <- J(c(1:4)) p <- minimize(sum((x - b) ^ 2), x >= 0, x <= 3) p <- maximize(-sum((x - b) ^ 2), x >= 0, x <= 3) p <- satisfy(sum((x - b) ^ 2) <= 1, x >= 0, x <= 3) # }