Is there any way to implement the perspective function of log det function (x\log|I+\frac Y x|, x \geq 0,Y \in S^+) in cvx?@mcg
I’m not very optimistic. See Adding Quantum Relative Entropy to CVX .
Full disclosure: I had never used CVXQUAD. @awinick, who tried it, wrote in Adding Quantum Relative Entropy to CVX “I found that both the run time and memory usage meant that I could only consider trivial problems of interest.” But perhaps your problems of interest, if you’re still interested a year later, are smaller than his.
Update: I’ve now tried some optimization with
quantum_rel_entrunder CVX 2.1 . As matrix dimension increases, it can take a long time to process even an expression having qunatum_rel_entr, let alone the solver solution time. And you can easily run out of memory.
I encountered an error in kron which I have not tried to diagnose when using it under CVX 3.0beta.