I defined a matrix variable as follows:
where nx=6, N=10. I want to constraint the block matrix of Y to a symmetric matrix, i,e,
Y(nx(k-1)+1:nx*k,1:6), k=1,…,N, is a symmetric matrix. How do I express it in CVX?
Besides, the keyword semidefinite in CVX means positive semidefinite?
Thank you very much.
variable Y(6,6,N); ... Y==permute(Y,[2 1 3]);
and yes, semidifinite in CVX means positive semidefinete.
Thanks for your reply.I doubt that the block matrix of Y is symmetric after this operation.
Besides, another question, is the following expression legal in CVX?
variable P(6,6,N) semidefinite
P(6,6,N) senidefinite is allowed in CVX and makes each 6 by 6 slice of the 6 by 6 by N array a symmetric positive semidefinite matrix.
thank you very much!!