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What does the 3rd column of At, blk signify ? #24

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ayushraina2028 opened this issue Jul 5, 2024 · 0 comments
Open

What does the 3rd column of At, blk signify ? #24

ayushraina2028 opened this issue Jul 5, 2024 · 0 comments

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@ayushraina2028
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ayushraina2028 commented Jul 5, 2024

Cs = cell(2,1);
Cs{1} = C_slacks;
Cs{2} = -speye(sdp_dim);

blk = cell(2,3);
At = cell(2,3);

blk{1,1} = 'l';
blk{1,2} = num_slacks;
blk{2,1} = 's';
blk{2,2} = sdp_dim;
blk{2,3} = ones(1,num_indep_cons);
%blk{2,3}
At{1,1} = sparse(S_slacks(:,1),S_slacks(:,2),S_slacks(:,3),num_slacks,num_cons,num_slacks);
At{1,1}
At{2,1} = [];
At{2,2} = Vec_cons;
At{2,3} = ones(num_indep_cons,1);
%At{2,3}
OPTIONS.printlevel = 3;

[~, X] = sqlp(blk,At,Cs,b,OPTIONS);

This is the piece of code, from Babak Alipanahi 2011, which solves and SDP. I am not able to understand what are the constraints here. How is 3rd column of At and blk used here. There is no example in user guide with such blk and At structure. I am trying to solve this thing in another library so I need to understand what it is solving.

For small example, Please check my attached image. I am also not able to understand, it is taking non square matrix as constraint matrices (the Vec_cons). Please help me to understand this structure.
WhatsApp Image 2024-06-23 at 22 59 57

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