Class SOCPDualProblem

    • Constructor Detail

      • SOCPDualProblem

        public SOCPDualProblem​(Vector b,
                               Matrix[] A,
                               Vector[] c)
        Constructs a dual SOCP problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{\hat{A}_i'y + s_i = \hat{c}_i} \\ s_i \in K_i, i = 1, 2, ..., q \]
        Parameters:
        b - \(b\)
        A - \(A_i\)'s
        c - \(c_i\)'s
    • Method Detail

      • dimension

        public int dimension()
        Description copied from interface: OptimProblem
        Get the number of variables.
        Specified by:
        dimension in interface OptimProblem
        Returns:
        the number of variables.
      • m

        public int m()
        Gets the dimension of the system, i.e., m = the dimension of y.
        Returns:
        the dimension of the system
      • q

        public int q()
        Gets the number of A matrices.
        Returns:
        the number of A matrices
      • b

        public Vector b()
        Gets b.
        Returns:
        b
      • c

        public Vector c​(int i)
        Gets ci.
        Parameters:
        i - an index to the c's, counting from 1
        Returns:
        ci
      • A

        public Matrix A​(int i)
        Gets Ai.
        Parameters:
        i - an index to the A's, counting from 1
        Returns:
        Ai
      • n

        public int n​(int i)
        Gets the number of columns of Ai.
        Parameters:
        i - an index to the A's, counting from 1
        Returns:
        the number of columns of Ai
      • A

        public Matrix A()
        \[ A = [A_1, A_2, ... A_q] \]
        Returns:
        A