How to let the condition that matrix is nonpositive definite be one of the constraints in CVX
How to let the condition that matrix is nonpositive definite be one of the constraints in CVX
This is a non-convex constraint, except in one dimension.
However, you can constrain a matrix A to be negative semi-definite by constraining its negative to be (positive) semidefinite, or equivalently , by constraining lambda_max(A) <= 0 .
Many thanks!Thank you very much!
‘you can constrain a matrix A to be negative semi-definite by constraining its negative to be (positive) semidefinite’.Did you mean that I can denote the constraint as -A==semidefinite(N)?