lmi3 {sdpt3r} | R Documentation |
lmi3
creates input for sqlp to solve a linear matrix inequality problem
lmi3(A, B, G)
A |
An nxn real valued matrix |
B |
An mxn real valued matrix |
G |
An nxn real valued matrix |
Solves the type-3 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 |
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)