Creating a Projection Matrix Nonconvex Apr 27, 2014 O Omriis Apr 27, 2014 #1 Hello, I want to create an optimization on a projection matrix, i.e a matrix whose eigenvalues are only 0 or 1. And I don’t konw how to define it. Thanks M Michael C. Grant Apr 28, 2014 #2 This cannot be done in CVX, as it is non-convex.