lmi3 {sdpt3r}

Linear Matrix Inequality 3

Description

lmi3 creates input for sqlp to solve a linear matrix inequality problem

Usage

lmi3(A, B, G)

Arguments

A

An nxn real valued matrix

B

An mxn real valued matrix

G

An nxn real valued matrix

Details

Solves the type-3 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

A <- matrix(c(-1,0,1,0,-2,1,0,0,-1),3,3)
B <- matrix(c(1,2,3,4,5,6), 2, 3)
G <- matrix(1,3,3)

out <- lmi3(A,B,G)