How to let the condition that matrix is nonpositive definite be one of the constraints in CVX


(xucheng) #1

How to let the condition that matrix is nonpositive definite be one of the constraints in CVX


(Mark L. Stone) #2

This is a non-convex constraint, except in one dimension.

However, you can constrain a matrix A to be negative semi-definite by constraining its negative to be (positive) semidefinite, or equivalently , by constraining lambda_max(A) <= 0 .


(xucheng) #3

Many thanks!Thank you very much!

‘you can constrain a matrix A to be negative semi-definite by constraining its negative to be (positive) semidefinite’.Did you mean that I can denote the constraint as -A==semidefinite(N)?


(Mark L. Stone) #4

Yes, as per your other question.


(xucheng) #5

Ok! Got it! Thank you very much!