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 "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 ∑_{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)].

Value

List with elements: conType, G and h.


[Package cccp version 0.2-7 Index]