在 CVXR 中为 objective 函数传递一个字符串

Question

我正在尝试围绕 CVXR 编写一个包装函数，这样 'objective' 和 'constraint' 就可以通过函数传递。我使用以下示例：

示例：

x1 <- Variable(1)      # a scalar
x2 <- Variable(1)      # a scalar

objective   <- Minimize( x1^2 + x2^2 ) 
constraints <- list(x1 <= 0, x1 + x2 == 0)
problem     <- Problem(objective, constraints)

## Checking problem solution

solution <- solve(problem)

我目前的尝试：

foo <- function(vars, const, obj) {
# for testing these values are passed inside
 vars = c("x1", "x2")
 obj = "x1^2 + x2^2"
 const = "(x1 <= 0, x1 + x2 == 0)"

  for(i in 1:length(vars)) {assign(vars[i], Variable(1, name = vars[i]))}

 objective <- eval(paste("Minimize(", obj, ")"))
}

问题：

objective 变量的计算结果不是 x1^2 + x2^2，而是带引号的。我试过 as.formula、eval、substitute 等

Answer 1

也许你可以尝试 parse 和 eval 如下所示

foo <- function(vars, const, obj) {
    # for testing these values are passed inside
    vars <- c("x1", "x2")
    obj <- "x1^2 + x2^2"
    const <- "(x1 <= 0, x1 + x2 == 0)"

    for (i in 1:length(vars)) {
        assign(vars[i], Variable(1, name = vars[i]))
    }

    objective <- eval(parse(text = paste("Minimize(", obj, ")")))
    constraints <- eval(parse(text = paste("list", const)))
    problem <- Problem(objective, constraints)
    solve(problem)
}

在 CVXR 中为 objective 函数传递一个字符串

Pass a string for objective function in CVXR

r

cvxr