logcheby: Log Chebyshev Approximation

In sdpt3r: Semi-Definite Quadratic Linear Programming Solver

Description

logcheby creates input for sqlp to solve the Chebyshev Approximation Problem

Usage

logcheby(B, f)

Arguments

B	A pxm real valued matrix with p > m
f	A vector of length p

Details

Solves the log Chebyshev approximation 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(Blogcheby)
data(flogcheby)

#Not Run
#out <- logcheby(Blogcheby, flogcheby)

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