[R] Problem with function gp in package cccp

[koiier m@iii@g oii scie@ce@iwi@@c@@t]

Thank you, Jeff and Bert!

1. As to the unconstrained problem I gave (which is not my main concern) 
I should have added that in geometric programming it is assumed that the 
target variables are positive, thus x,y > 0. This would also rule out my 
given solution, (0, 0), of the unconstrained problem. The positivity 
constraint in geometric programming is a consequence of the role the 
logarithmic transformation plays in the theory of geometric programming.

2. However, my concern is to find out how to define equality constraints 
and submit them as an argument to gp(), so I wanted to try out the most 
simple case. But it seems as gp() implicitely assumes there must be at 
least inequality constraints. If I add inequality constraints, then my 
equality constraints are not ignored by gp(). So, in the following 
example, I added a non-binding inequality constraint, and I receive the 
correct solution, this time for the correct reasons:

## Minimise P + Q subject to P*Q = 1 and 0.5*P^(-1)*Q^(-1) <= 1
F0 <- diag(2)                       #  [m0 * n] m0 = number of terms of 
the posynomial, n = number of variables
g0 <- log(matrix(1,2,1))            #  [m0 * 1]
bexp <- 1
A <-  matrix(c(1,1), 1, 2)          #  one constraint, one row
b <-  log(matrix(bexp, 1, 1))
F1 <- matrix(c(-1,-1), 1, 2)        #  additional (redundant) inequality 
constraint [m1 * n] m1 = number of terms of the posynomial
g1 <- log(matrix(0.5*bexp, 1, 1))   #  [m1 * 1]
RES <- gp(F0, g0, FList=list(F1), gList=list(g1), A=A, b=b)
sol <- RES$pdv$x
c(sol)  # [1] 1 1
RES <- gp(F0, g0, FList=list(F1), gList=list(g1))  # without the 
equality constraint
sol <- RES$pdv$x
c(sol)  # [1] 0.7071069 0.7071069

Best regards,

Wolfgang






Am 2025-08-01 04:18, schrieb Jeff Reichman:
> In gp(F0, g0, A = A, b = b) : No restrictions provided, trying solve()
> 
> 
> This likely means that while you've specified A and b, the solver 
> doesn't
> recognize any inequality (<=) or equality (=) restrictions - because in 
> the
> context of the gp() function from the CVXR or similar geometric 
> programming
> libraries in R, you're expected to provide explicit inequality/equality
> markers or properly formatted constraint matrices.
> 
> So what's missing? Probably an argument like ineq = ... or eq = ... to
> declare the type of constraint.
> 
> Here's how to express your constraint properly, assuming the library 
> expects
> inequalities or equalities to be marked explicitly:
> 
> # Properly declare equality constraints
> gp(F0, g0, eq=A, eq.b=b)
> 
> Or possibly (depending on the package):
> 
> gp(F0, g0, Aeq=A, beq=b)
> 
> If the solver expects inequality constraints:
> 
> gp(F0, g0, A=A, b=b, meq=1)  # Indicating 1 equality constraint
> 
> Jeff Reichman
> 
> 
> -----Original Message-----
> From: R-help <r-help-bounces using r-project.org> On Behalf Of
> koller using science.iwi.ac.at
> Sent: Wednesday, July 30, 2025 2:32 PM
> To: r-help using r-project.org
> Subject: [R] Problem with function gp in package cccp
> 
> Dear all!
> 
> I tried to solve a simple test example of a geometric program:
> minimize x + y   s.t.   xy = 1
> The solution should be (1, 1).
> 
> I tried:
> F0 <- diag(2)                  #  [m * n] m = number of terms of the
> posynomial, n = number of variables
> g0 <- log(matrix(1,2,1))       #  [m * 1]
> A <-  matrix(c(1,1), 1, 2)     #  one constraint, one row
> b <-  log(matrix(1,1,1))
> RES <- gp(F0, g0, A=A, b=b)
> 
> Though I received the correct solution, the function gives a warning:
> In gp(F0, g0, A = A, b = b) : No restrictions provided, trying solve().
> 
> Also, when I try
> RES <- gp(F0, g0, A="A", b=b)
> or
> gp(F0, g0)
> 
> receiving the same result, I find out, that my equality constraints are 
> not
> considered at all.
> 
> In my view, the unconstraint problem should have (0, 0) as a solution, 
> btw.
> 
> Am I missing something fundamental?
> 
> Thanks in advance!
> 
> Wolfgang
> 	[[alternative HTML version deleted]]
> 
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