lmi2 {sdpt3r}

Linear Matrix Inequality 2

Description

lmi2 creates input for sqlp to solve a linear matrix inequality problem

Usage

lmi2(A1, A2, B)

Arguments

A1

An nxm real valued matrix

A2

An nxm real valued matrix

B

An nxp real valued matrix

Details

Solves the type-2 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

A1 <- matrix(c(-1,0,1,0,-2,1,0,0,-1),3,3)
A2 <- A1 + 0.1*t(A1)
B  <- matrix(c(1,3,5,2,4,6),3,2)

out <- lmi2(A1,A2,B)