sdpt3r (version 0.3)

control_theory: Control Theory

Description

control_theory creates input for sqlp to solve the Control Theory Problem

Usage

control_theory(B)

Arguments

B

a matrix object containing square matrices of size n

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 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_theory(B)

# }