How to express this functions in CVX?

Hi, I’m trying to implement a function from a paper I’ve read online, but I’m having trouble with implementing it:

Specifically, how do I include the calculation of the maximum eigenvalue in CVX?

In this, H is a unique Hessian matrix for each i and x, and c is a vector of voltages. The paper is Daria Nesterovich Anderson et al 2018 J. Neural Eng. 15 026005. Any help is much appreciated!

Use lambda_max.

Have you read the CVX Users’ Guide ?

if you want to understand how lambda_max works, and perhaps do it 'yourself", you can read section 6.2.2 “Eigenvalue optimization” of the Mosek Modeling Cookbook That cookbook might help you with modeling approaches to handle other conic reformulations for which CVX does not provide automatic capabilities.

1 Like