SocpPhase1: SOCP: Initialising objective variable x in primal form
Description
This function determines values for x
, whence they have not
been specified by the user. Here, a feasibility problem is solved
first and its solution is then used as an initial point for the
original problem.Usage
SocpPhase1(f, A, b, N, control)
Arguments
f
vector
: the parameters of the objective function in
its primal form.
A
matrix
; the parameter matrix of the cone constraints.
b
vector
: the parameter vector of the cone constraints.
N
vector
: the count of rows pertinent to each cone constraint.
control
list
: the list of control parameters for SOCP.
Details
The finding of an initial point x
is described in the user's
guide, sectionb 2.8.References
Lobo, M. and Vandenberghe, L. and Boyd, S., SOCP: Software for
Second-order Cone Programming, User's Guide, Beta Version, April
1997, Stanford University.