etp {sdpt3r}

Educational Testing Problem

Description

etp creates input for sqlp to solve the Educational Testing Problem - given a symmetric positive definite matrix S, how much can be subtracted from the diagonal elements of S such that the resulting matrix is positive semidefinite definite.

Usage

etp(B)

Arguments

B

A symmetric positive definite matrix

Details

Solves the education testing problem. Mathematical and implementation details can be found in the vignette

Value

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

Examples

data(Betp)

out <- etp(Betp)