在CVXR中传递目标函数字符串

Question

我试图围绕CVXR编写一个包装器函数，这样'objective‘和'constraint’可以由一个函数传递。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) 

我的尝试到目前为止：

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：

目标变量不计算为x1^2 + x2^2，而是用引号计算。我试过了as.formula，eval，代用品等。

Answer 1

也许您可以尝试使用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)
}