Package dev.nm.solver.multivariate.constrained.convex.sdp.problem

Class Summary

Class	Description
SDPDualProblem	A dual SDP problem, as in equation 14.4 in the reference, takes the following form. \[ \begin{aligned} & \underset{y}{\text{maximize}} & & \mathbf{b^T y} \\ & \text{subject to} & & \sum_{i=1}^{p}y_i\mathbf{A_i}+\textbf{S} = \textbf{C} \\ &&& \textbf{S} \succeq \textbf{0} \end{aligned} \]
SDPDualProblem.EqualityConstraints	This is the collection of equality constraints: \[ \sum_{i=1}^{p}y_i\mathbf{A_i}+\textbf{S} = \textbf{C}, \textbf{S} \succeq \textbf{0} \]
SDPPrimalProblem	A Primal SDP problem, as in equation 14.1 in the reference, takes the following form. \[ \begin{aligned} & \underset{X}{\text{minimize}} & & \mathbf{C \cdot X} \\ & \text{subject to} & & \mathbf{A_i \cdot X} = \mathbf{b_i} \text{ for } i = 1, 2, ..., p \\ &&& \mathbf{X} \succeq \mathbf{0} \end{aligned} \]