sdpt3r (version 0.3)

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

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

Examples

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

#Not Run
#out <- logcheby(Blogcheby, flogcheby)

# }