Nonconvex: Checking positive-s​emidefinit​eness inside the Gloptipoly package


(Baban) #1

Hi,

I’m dealing with a non-convex constraint and hence, instead of CVX (does CVX support MATLAB’s eig function?), I’m using Gloptipoly. When I use eig inside it, it throws up an error. Any alternative ways?

Thanks a lot.


(Mark L. Stone) #2

Gloptipoly is out of scope of this forum, which deals with CVX and TFOCS.

Your only hope of using CVX on a non-convex problem is if the non-convexities can be handled by integer (binary) variables using CVX’s MIDCP capability.


(Michael C. Grant) #3