Class SDPDualProblem

  • All Implemented Interfaces:
    ConstrainedOptimProblem, OptimProblem

    public class SDPDualProblem
    extends ConstrainedOptimProblemImpl1
    A dual SDP problem, as in equation 14.4 in the reference, takes the following form. \[ \begin{aligned} & \underset{y}{\text{maximize}} & & \mathbf{b^T y} \\ & \text{subject to} & & \sum_{i=1}^{p}y_i\mathbf{A_i}+\textbf{S} = \textbf{C} \\ &&& \textbf{S} \succeq \textbf{0} \end{aligned} \]
    • Method Detail

      • n

        public int n()
        Gets the dimension of the square matrices C and As.
        Returns:
        the dimension of the matrices
      • p

        public int p()
        Gets the dimension of the system, i.e., p = the dimension of y, the number of variables.
        Returns:
        the dimension of the system
      • A

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