How can I obtain the determinant of the matrix in CVX?


(xucheng) #1

How can I obtain the determinant of the matrix in CVX?Because I want to denote the constraint that a matrix is not full rank.I am in a hurry.Thanks for anyone who can help me.Many thanks!


(Mark L. Stone) #2

That is a non-convex constraint. However, there are methods for dealing with rank constraints, possibly using CVX to solve convex sub-problems, See for instance, http://www.convexoptimization.com/dattorro/rank_constraint.html and the book http://convexoptimization.com/TOOLS/0976401304.pdf to which it links. This might require a non-trivial effort for you. Good luck.


(xucheng) #3

Thank you very much!