In convex optimization theory, if X is the optimization variable, the trace(X) should be an affine operation. However, in cvx, trace(X) is a convex operation. When I want to use the constraint trace(X) > gamma in cvx, how can I make it?
Cvx problem about trace operation
Trace is affine, so this shouldn’t be a problem. If it is, there is probably something you are not telling us, for example your X is actually something more complicated/nonlinear. If in doubt please show a reproducible example.
