Hi, I have the following cvx code:
A is given, W is given D is given and I run the following:
cvx_begin quiet variable Pi(n, n) semidefinite variable P(n, n) symmetric minimize(-det_rootn(Pi)) A*P*A' - P + W <In> semidefinite(n) trace(P) <= D [P-Pi, P*A'; A*P, A*P*A' + W] <In> semidefinite(2*n) cvx_end
So I would like to know if it is possible to include the constraint that matrix P commutes with APA’ + W. Does anyone know? Thanks a lot!