psdc {cccp} | R Documentation |
This function is the interface to the reference class PSDC
for
creating positive semidefinite cone constraints.
psdc(Flist, F0)
Flist |
Object of class |
F0 |
Object of class |
A psd-cone constraint is given as ∑_{i = 1}^n x_i F_i ≤ F_0. The matrix G is created as G = [\textrm{vech}(F_1) | … | \textrm{vech}(F_n)] and the vector h is constructed as h = [\textrm{vech}(F_0)].
List with elements: conType
, G
and h
.