indent preformatted text by 4 spaces Nt = 10; Ne = 4; sigma = 1; H = rand(Nt,Ne); Pmax = 1; cvx_begin sdp variable F1(Nt,Nt) hermitian semidefinite variable F2(Nt,Nt) hermitian semidefinite minimize (lambda_max((H'*F2*H+sigma^2*eye(Ne))\(H'*F1*H))) subject to real(trace(F1) + trace(F2))<=Pmax cvx_end
How to solve these problem using cvx?I want to solve this generalized eigenvalue optimization problem, but there are some mistakes
You can’t use this formulation in CVX.
To model generalized eigenvalue problems, read Linear Matrix Inequalities in System and Control Theory - Stephen Boyd, Laurent El Ghaoui, Eric Feron, and Venkataramanan Balakrishnan. Then form a DCP based on the approaches there.
And please don’t keep starting multiple threads with the same topic, which makes clean up work for me.
thank you very much, i got it. thank you