How can i solve this optimisation function


(benbousseyf) #1

hello every one,
Please how can i solve this optimisation function with their consraints.

Thanks for your support.


(Mark L. Stone) #2

Read http://cvxr.com/cvx/doc/ . This should then be trivial to enter into CVX. Then read and follow the advice in CVXQUAD: How to use CVXQUAD's Pade Approximant instead of CVX's unreliable Successive Approximation for GP mode, log, exp, entr, rel_entr, kl_div, log_det, det_rootn, exponential cone. CVXQUAD's Quantum (Matrix) Entropy & Matrix Log related functions in order to improve the robustness and speed with which it is solved.

This forum presupposes that people posting have read the CVX User’s Guide and made some effort to solve their problem before asking for help.