Largest eigen value

1

Hi there,

I know that lamba_max(A) returns the maximum value of eigen value of matrix A.
Now, how can I enforce a constraint on the largest absolute value of eigen values of a matrix (A), let’s say the spectral radius of A? I mean max(abs(eig(A))).

Thanks,
Best

2

See “Spectral radius” paragraph in https://docs.mosek.com/modeling-cookbook/sdo.html#eigenvalue-optimization

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