psdc: Definition of positive semidefinite cone inequality...
In cccp: Cone Constrained Convex Problems
psdc R Documentation
Definition of positive semidefinite cone inequality constraints
Description
This function is the interface to the reference class PSDC for
creating positive semidefinite cone constraints.
Usage
psdc(Flist, F0)
Arguments
Flist
Object of class "list": A list with the matrices
appearing on the left-hand side of the matrix inequality.
F0
Object of class "matrix": The matrix appearing on the
righthand-side.
Details
A psd-cone constraint is given as \sum_{i = 1}^n x_i F_i \le
F_0. The matrix G is created as G = [\textrm{vech}(F_1) |
\ldots | \textrm{vech}(F_n)] and the vector h is constructed as
h = [\textrm{vech}(F_0)].
Value
List with elements: conType, G and h.
cccp documentation built on Dec. 10, 2023, 3:04 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| psdc | R Documentation |
Definition of positive semidefinite cone inequality constraints
Description
This function is the interface to the reference class PSDC for
creating positive semidefinite cone constraints.
Usage
psdc(Flist, F0)
Arguments
Flist |
Object of class |
F0 |
Object of class |
Details
A psd-cone constraint is given as \sum_{i = 1}^n x_i F_i \le
F_0. The matrix G is created as G = [\textrm{vech}(F_1) |
\ldots | \textrm{vech}(F_n)] and the vector h is constructed as
h = [\textrm{vech}(F_0)].
Value
List with elements: conType, G and h.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.