lmi1 {sdpt3r} | R Documentation |
lmi1
creates input for sqlp to solve a linear matrix inequality problem
lmi1(B)
B |
An mxn real valued matrix |
Solves the type-1 linear matrix inequality problem. Mathematical and implementation details can be found in the vignette
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 |
B <- matrix(c(-1,5,1,0,-2,1,0,0,-1), nrow=3) #Not Run #out <- lmi1(B)