lmi1 {sdpt3r}

Linear Matrix Inequality 1

Description

lmi1 creates input for sqlp to solve a linear matrix inequality problem

Usage

lmi1(B)

Arguments

B

An mxn real valued matrix

Details

Solves the type-1 linear matrix inequality 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

B <- matrix(c(-1,5,1,0,-2,1,0,0,-1), nrow=3)

#Not Run
#out <- lmi1(B)