SocpPhase2: SOCP: Initialising objective variable z in dual form
Description
This function determines values for z
, whence they have not
been specified by the user.
Usage
SocpPhase2(f, A, b, N, x, 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.
x
vector
: initial point of SOCP in its primal form.
control
list
: the list of control parameters for SOCP.
Value
z
(dual form of
SOCP).
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.