| Package | Description |
|---|---|
| dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing |
| Class and Description |
|---|
| SDPDualProblem
A dual SDP problem, as in equation 14.4 in the reference, takes the following form.
\[
\begin{aligned}
& \underset{y}{\text{maximize}}
& & \mathbf{b^T y} \\
& \text{subject to}
& & \sum_{i=1}^{p}y_i\mathbf{A_i}+\textbf{S} = \textbf{C} \\
&&& \textbf{S} \succeq \textbf{0}
\end{aligned}
\]
|
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