Trace of Inverse Matrix


(cuneyd) #1

Hello, I am trying to minimize the trace of the inverse of the matrix X, I am sure this is convex, but I don’t know how to implement in cvx.

Best.


(Mark L. Stone) #2

help trace_inv

trace_inv Trace of the inverse of a PSD matrix.
For square matrix X, trace_inv(X) is TRACE(INV(X)) if X is Hermitian
or symmetric and positive definite; and +Inf otherwise.

  An error results if X is not a square matrix.

  Disciplined convex programming information:
      trace_inv is convex and nonmonotonic (at least with respect to
      elementwise comparison), so its argument must be affine.

Overloaded methods:
   cvx/trace_inv