SocpPhase2: SOCP: Initialising objective variable z in dual form

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SOCP: Initialising objective variable z in dual form

Description

This function determines values for z, whence they have not been specified by the user.

Usage

SocpPhase2(f, A, b, N, x, 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.
x	vector: initial point of SOCP in its primal form.
control	list: the list of control parameters for SOCP.

Value

A vector with the initial point for z (dual form of SOCP).

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, SocpPhase1, SocpControl

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