SocpPhase1: SOCP: Initialising objective variable x in primal form

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SOCP: Initialising objective variable x in primal form

Description

This function determines values for x, whence they have not been specified by the user. Here, a feasibility problem is solved first and its solution is then used as an initial point for the original problem.

Usage

SocpPhase1(f, A, b, N, control)

Arguments

f	vector: the parameters of the objective function in its primal form.
A	matrix; the parameter matrix of the cone constraints.
b	vector: the parameter vector of the cone constraints.
N	vector: the count of rows pertinent to each cone constraint.
control	list: the list of control parameters for SOCP.

Details

The finding of an initial point x is described in the user's guide, sectionb 2.8.

Value

A vector with the initial point for x.

Note

This function has been ported from the Rsocp package contained in the Rmetrics-Project on R-Forge.

Author(s)

Bernhard Pfaff

References

Lobo, M. and Vandenberghe, L. and Boyd, S., SOCP: Software for Second-order Cone Programming, User's Guide, Beta Version, April 1997, Stanford University.

See Also

Socp, SocpPhase2, SocpControl

parma documentation built on Oct. 29, 2022, 1:08 a.m.