psdc {cccp} | 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
.
[Package cccp version 0.3-1 Index]