etp: Educational Testing Problem

In sdpt3r: Semi-Definite Quadratic Linear Programming Solver

Description

etp creates input for sqlp to solve the Educational Testing Problem - given a symmetric positive definite matrix S, how much can be subtracted from the diagonal elements of S such that the resulting matrix is positive semidefinite definite.

Usage

etp(B)

Arguments

B	A symmetric positive definite matrix

Details

Solves the education testing 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

data(Betp)

out <- etp(Betp)

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