This package contains an implementation of continuous convex piecewise (linear) functions (quadratic coming soon)

Description

Continuous convex piecewise linear (ccpl) resp. quadratic (ccpq) functions can be implemented with sorted breakpoints and slopes. This includes functions that are ccpl (resp. ccpq) on a convex set (i.e. an interval or a point) and infinite out of the domain. These functions can be very usefull for a large class of optimisation problems. Efficient manipulation (such as log(N) insertion) of such data structure is obtained with map standard template library of C++ (that hides balanced trees). This package is a wrapper on such a class based on Rcpp modules.

Details

Author(s)

Robin Girard

Maintainer: <robin.girard@mines-paristech.fr>

References

Related Papers are

Examples

library(ConConPiWiFun)
####  See 
#? cplfunction for continuous convex piecewise functions
#? cplfunctionvec for (optimized) list of continnuous convex piecewise functions