logcheby {sdpt3r}

Log Chebyshev Approximation

Description

logcheby creates input for sqlp to solve the Chebyshev Approximation Problem

Usage

logcheby(B, f)

Arguments

B

A pxm real valued matrix with p > m

f

A vector of length p

Details

Solves the log Chebyshev approximation 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(Blogcheby)
data(flogcheby)

#Not Run
#out <- logcheby(Blogcheby, flogcheby)