public class SDPDualProblem extends ConstrainedOptimProblemImpl1
Modifier and Type | Class and Description |
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static class |
SDPDualProblem.EqualityConstraints
This is the collection of equality constraints:
\[
\sum_{i=1}^{p}y_i\mathbf{A_i}+\textbf{S} = \textbf{C}, \textbf{S} \succeq \textbf{0}
\]
|
Constructor and Description |
---|
SDPDualProblem(Vector b,
SymmetricMatrix C,
SymmetricMatrix[] A)
Constructs a dual SDP problem.
|
Modifier and Type | Method and Description |
---|---|
SymmetricMatrix |
A(int i)
Gets Ai.
|
ImmutableVector |
b()
Gets b.
|
SymmetricMatrix |
C()
Gets C.
|
int |
n()
Gets the dimension of the square matrices C and As.
|
int |
p()
Gets the dimension of the system, i.e., p = the dimension of y, the number of
variables.
|
dimension, f, getEqualityConstraints, getLessThanConstraints
public SDPDualProblem(Vector b, SymmetricMatrix C, SymmetricMatrix[] A)
b
- \(b\)C
- \(C\)A
- \(A\)public int n()
public int p()
public ImmutableVector b()
public SymmetricMatrix C()
public SymmetricMatrix A(int i)
i
- an index to the A's, counting from 1Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.