I am trying to put a constraint on the maximum eigenvalue of a real symmetric matrix. I am using MOSEK Fusion API for C++ to write my constraints since the other parts of my code are written in C++.
I noticed CVX has such a function called lambda_max. How can use this in my code? Can I use CVX in C++? What about now that I am using MOSEK?
CVX lambda_max equivalent in CPP
Wrong forum.
Briefly, you just model it as an SDP in MOSEK according to
If you want to continue the topic then https://groups.google.com/g/mosek will be more suitable.