I am trying to use cvx to do the following:
find the maximum d such that matrix P exist.
d is a scalar while P is 3by3 matrix.
so I wrote the following:
cvx_begin sdp %Optimize over P & d %--> find the maximum d such that P exists. variable P(n,n) semidefinite variable d(1) maximize(d); subject to Ap = A0+ d*A1; An = A0- d*A1; 0 > An'*P + P*An; 0 > Ap'*P + P*Ap; P>eye(n); cvx_end;
but I get the following error:
Disciplined convex programming error:
Only scalar quadratic forms can be specified in CVX.
I don’t know why it accrues since I used something similar before to find P 2x2.
that time did not involve variable d.
thank you !