I need to add constraints like this:
trace(Qm*X) >= lm (m=1:3000)
where Qm and X are N by N matrix, lm is a given real number. matrix X is the optimization variable, and Qm and lm are different for each m.
As can be seen, the constraint number are too many, which means using a loop in MATLAB is really time consuming. How can I modify it in an efficient manner?
I would really appreciate any help here.
Thank you in advance.