Usage
Socp(f, A, b, C, d, N,
x = NULL, z = NULL, w = NULL, control = list())Arguments
f
Vector defining linear objective, length(f)==length(x)
A
Matrix with the $A_i$ vertically stacked: $A = [
A_1; A_2; \ldots; A_L]$.
b
Vector with the $b_i$ vertically stacked: $b = [ b_1;
b_2; \ldots; b_L]$.
C
Matrix with the $c_i'$ vertically stacked: $C = [ c_1';
c_2'; \ldots; c_L']$.
d
Vector with the $d_i$ vertically stacked: $d = [ d_1;
d_2; \ldots; d_L]$.
N
Vector of size L, defining the size of each constraint.
x
Primal feasible initial point. Must satisfy: $|| A_i*x +
b_i || < c_i' * x + d_i$ for $i = 1, \ldots, L$.
z
Dual feasible initial point.
w
Dual feasible initial point.
control
A list of control parameters.