I have the following SDP optimization problem, and I needed to know the complexity of the algorithm that CVX uses to solve it:
cvx_begin sdp variable W(N, N) complex maximize real(trace(Q * W)) subject to diag(W) == ones(N, 1); W == semidefinite(N); cvx_end
Does anyone know how to figure out the complexity of the solver for this problem?
I saw somewhere that CVX uses SeDuMi for solving SDP with complexity of O(N^4.5 log(1/epsilon)). Does this apply to every form of SDP, or the complexity changes with the form of SDP?