Class SDPPrimalProblem


  • public class SDPPrimalProblem
    extends Object
    A Primal SDP problem, as in equation 14.1 in the reference, takes the following form. \[ \begin{aligned} & \underset{X}{\text{minimize}} & & \mathbf{C \cdot X} \\ & \text{subject to} & & \mathbf{A_i \cdot X} = \mathbf{b_i} \text{ for } i = 1, 2, ..., p \\ &&& \mathbf{X} \succeq \mathbf{0} \end{aligned} \]
    • Constructor Detail

      • SDPPrimalProblem

        public SDPPrimalProblem​(SymmetricMatrix C,
                                SymmetricMatrix[] A)
        Constructs a primal SDP problem. \[ \min_x \mathbf{c'x} \textrm{, s.t., } \\ \mathbf{Ax} = \mathbf{b}, \mathbf{x} \geq \mathbf{0} \]
        Parameters:
        C - \(C\)
        A - \(A\)
    • Method Detail

      • n

        public int n()
        Gets the dimension of the system, i.e., the dimension of x, the number of variables.
        Returns:
        the dimension of the system
      • p

        public int p()
        Gets the size of b.
        Returns:
        the size of b
      • A

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