psdc function

Definition of positive semidefinite cone inequality constraints

This function is the interface to the reference class PSDC for creating positive semidefinite cone constraints.

psdc(Flist, F0)

Arguments

• Flist: Object of class "list": A list with the matrices appearing on the left-hand side of the matrix inequality.
• F0: Object of class "matrix": The matrix appearing on the righthand-side.

Details

A psd-cone constraint is given as c("$\\sum_{i = 1}^n x_i F_i \\le\n$", "$F_0$"). The matrix $G$ is created as c("$G = [\\textrm{vech}(F_1) |\n$", "$\\ldots | \\textrm{vech}(F_n)]$") and the vector $h$ is constructed as $h = [\textrm{vech}(F_0)]$.

Returns

List with elements: conType, G and h.