Dear CVX Team,
I am solving a problem which constraints on its positive semidefinite matrix variable X of components x_{i,j} require that all of such components are non negative that is:
x_{i,j} \ge 0, \quad i=1,\dots,n,\quad j=1,\dots,n.
At the moment I am modelling these constraints with the following code
for i=1:n
for j=1:n
X(i,j)>=0
end
end
but knowing the inefficiencies that matlab has when it comes to for cycles, I was wondering if there is a better way to give these constraints in input to cvx.
Regards,
V. L.