matrixTriplets {ivmte}

Convert matrix into triplet form

Description

This function converts matrices into triplet form for Mosek. This is required in order to declare quadratic programming problems and second-order cone programming problems.

Usage

matrixTriplets(mat, lower = TRUE)

Arguments

mat

A matrix.

lower

Boolean, set to TRUE if matrix is symmetric, and only its lower triangle should be returned.

Value

A list containing vectors of row and column indexes, and matrix values.