lmi2: Linear Matrix Inequality 2

In sdpt3r: Semi-Definite Quadratic Linear Programming Solver

Description

lmi2 creates input for sqlp to solve a linear matrix inequality problem

Usage

lmi2(A1, A2, B)

Arguments

A1	An nxm real valued matrix
A2	An nxm real valued matrix
B	An nxp real valued matrix

Details

Solves the type-2 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

A1 <- matrix(c(-1,0,1,0,-2,1,0,0,-1),3,3)
A2 <- A1 + 0.1*t(A1)
B  <- matrix(c(1,3,5,2,4,6),3,2)

out <- lmi2(A1,A2,B)

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