lmi1: Linear Matrix Inequality 1

In sdpt3r: Semi-Definite Quadratic Linear Programming Solver

Description

lmi1 creates input for sqlp to solve a linear matrix inequality problem

Usage

lmi1(B)

Arguments

B	An mxn real valued matrix

Details

Solves the type-1 linear matrix inequality 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(c(-1,5,1,0,-2,1,0,0,-1), nrow=3)

#Not Run
#out <- lmi1(B)

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