sdpt3r (version 0.1)

control: Control Theory

Description

control creates input for sqlp to solve the Control Theory Problem

Usage

control(B)

Arguments

B

a matrix object containing square matrices of size n

Value

Returns an object of class sqlp_input, containing the following:

blk

A matrix object describing the block diagonal structure of the SQLP data

At

A matrix object containing constraint matrices for the primal-dual problem

C

A matrix object containing the constant C matrices in the primal objective function

b

A vector containing the right hand side of the equality constraints in the primal problem

OPTIONS

A list object specifying the value of parbarrier

Details

Solves the control theory problem. Mathematical and implementation details can be found in the vignette

Examples

# NOT RUN {
B <- matrix(list(),2,1)
B[[1]] <- matrix(c(-.8,1.2,-.5,-1.1,-1,-2.5,2,.2,-1),nrow=3,byrow=TRUE)
B[[2]] <- matrix(c(-1.5,.5,-2,1.1,-2,.2,-1.4,1.1,-1.5),nrow=3,byrow=TRUE)

out <- control(B)
blk <- out$blk
At <- out$At
C <- out$C
b <- out$b

# }