Combine an objective expression and a list of constraint expressions
(built with the sd_* atom constructors) into a single problem object
whose value and sparse derivatives can be evaluated repeatedly.
Arguments
- objective
an expression handle for the scalar objective.
- constraints
a list of expression handles, stacked vertically to form the constraint vector \(g(x)\) (may be empty).
- verbose
logical; if
TRUE, print diagnostic information while the problem is assembled.- prob
a problem handle returned by
sd_problem().- params
a list of parameter expression handles (see
sd_parameter) to register for fast re-evaluation under changing data.- theta
a numeric vector of new parameter values, concatenated in the order the parameters were registered.
Value
sd_problem() returns an external-pointer problem handle. The
handle owns the underlying expression graph and frees it when garbage
collected. sd_register_params() and sd_update_params() are
called for their side effect and return NULL invisibly.
Details
The typical lifecycle is: build expressions with the sd_* constructors,
assemble them with sd_problem(), initialise the derivative structures
once (sd_init_derivatives and friends), then evaluate the
objective/constraints and their sparse derivatives at as many primal points
as needed. When the problem has parameters, register them once with
sd_register_params() and push new values with sd_update_params()
to re-evaluate without rebuilding the graph (the DPP-style fast path).
See also
sd_init_derivatives for the evaluation oracle,
sd_variable and the atom constructors for building expressions.