Semidefinite programming

hos · December 20, 2020, 12:16pm

how to write this in cvx?

Mark_L_Stone · December 20, 2020, 1:31pm

See my answer at Eigenvalue in cvx , and then put in the residual effort to handle this question.

hos · December 21, 2020, 11:13am

but i want to find x where G(X) is minimize

Mark_L_Stone · December 21, 2020, 1:14pm

variable x(n)

then form G

minimize(lambda_max(G))

That will constrain G to be psd.

hos · December 22, 2020, 1:38pm

can you help me in writting G(x)?

Mark_L_Stone · December 22, 2020, 2:23pm

You need to form the matrix G(x) in CVX the same way you would if x were a MATLAB double precision vector. That is a matter of MATLAB syntax, not anything unique to CVX.