refine(SDP,Sequence) -- refine an SDP solution

• Function: refine

• Usage:

  (X1,y1) = refine(P,(X0,y0))

• Inputs:
  • P, an instance of the type SDP, a semidefinite programming problem
  • X0y0, a sequence, primal and dual solutions
• Optional inputs:
  • Bits => ..., default value null,
  • ErrorTolerance => ..., default value null,
  • Iterations => ..., default value null,
  • ResidualTolerance => ..., default value null,
  • SingularConditionNumber => ..., default value null,
  • Software => ..., default value null,
• Outputs:
  • X1y1, a list, refined primal and dual solutions

i1 : P = sdp(matrix{{1,0},{0,2}}, matrix{{0,1},{1,0}}, matrix{{-1}});

i2 : (X0,y0) = (matrix{{.71, -.5}, {-.5, .35}}, matrix{{-1.41}})

o2 = (| .71 -.5 |, | -1.41 |)
      | -.5 .35 |

o2 : Sequence

i3 : (X1,y1) = refine(P,(X0,y0))

o3 = (| .707107 -.5     |, | -1.41421 |)
      | -.5     .353553 |

o3 : Sequence