sdpt3r (version 0.1)

logcheby: Log Chebyshev Approximation

Description

logcheby creates input for sqlp to solve the Chebyshev Approximation Problem

Usage

logcheby(B, f)

Arguments

B

A pxm real valued matrix with p > m

f

A vector of length p

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 log Chebyshev approximation problem. Mathematical and implementation details can be found in the vignette

Examples

# NOT RUN {
data(Blogcheby)
data(flogcheby)

out <- logcheby(Blogcheby, flogcheby)
blk <- out$blk
At <- out$At
C <- out$C
b <- out$b

# }