control_theory: Control Theory

In sdpt3r: Semi-Definite Quadratic Linear Programming Solver

Description

control_theory creates input for sqlp to solve the Control Theory Problem

Usage

control_theory(B)

Arguments

B	a matrix object containing square matrices of size n

Details

Solves the control theory problem. Mathematical and implementation details can be found in the vignette

Value

X	A list containing the solution matrix to the primal problem
y	A list containing the solution vector to the dual problem
Z	A list containing the solution matrix to the dual problem
pobj	The achieved value of the primary objective function
dobj	The achieved value of the dual objective function

Examples

B <- matrix(list(),2,1)
B[[1]] <- matrix(c(-.8,1.2,-.5,-1.1,-1,-2.5,2,.2,-1),nrow=3,byrow=TRUE)
B[[2]] <- matrix(c(-1.5,.5,-2,1.1,-2,.2,-1.4,1.1,-1.5),nrow=3,byrow=TRUE)

out <- control_theory(B)

sdpt3r documentation built on May 2, 2019, 4:19 a.m.