sdpt3r (version 0.3)

etp: Educational Testing Problem

Description

etp creates input for sqlp to solve the Educational Testing Problem - given a symmetric positive definite matrix S, how much can be subtracted from the diagonal elements of S such that the resulting matrix is positive semidefinite definite.

Usage

etp(B)

Arguments

B

A symmetric positive definite matrix

Value

X

A list containing the solution matrix to the primal problem

y

A list containing the solution vector to the dual problem

Z

A list containing the solution matrix to the dual problem

pobj

The achieved value of the primary objective function

dobj

The achieved value of the dual objective function

Details

Solves the education testing problem. Mathematical and implementation details can be found in the vignette

Examples

# NOT RUN {
data(Betp)

out <- etp(Betp)

# }