This function is the interface to the reference class PSDC
for
creating positive semidefinite cone constraints.
psdc(Flist, F0)
List with elements: conType
, G
and h
.
Object of class "list"
: A list with the matrices
appearing on the left-hand side of the matrix inequality.
Object of class "matrix"
: The matrix appearing on the
righthand-side.
A psd-cone constraint is given as \(\sum_{i = 1}^n x_i F_i \le F_0\). The matrix \(G\) is created as \(G = [\textrm{vech}(F_1) | \ldots | \textrm{vech}(F_n)]\) and the vector \(h\) is constructed as \(h = [\textrm{vech}(F_0)]\).