lmi3: Linear Matrix Inequality 3

In sdpt3r: Semi-Definite Quadratic Linear Programming Solver

Description

lmi3 creates input for sqlp to solve a linear matrix inequality problem

Usage

lmi3(A, B, G)

Arguments

A	An nxn real valued matrix
B	An mxn real valued matrix
G	An nxn real valued matrix

Details

Solves the type-3 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

A <- matrix(c(-1,0,1,0,-2,1,0,0,-1),3,3)
B <- matrix(c(1,2,3,4,5,6), 2, 3)
G <- matrix(1,3,3)

out <- lmi3(A,B,G)

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