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Matrix determinant minimization

Nonconvex
Nov 18, 2021
X
li xiao
Nov 18, 2021 #1

I want to minimize the determinant of a positive definite matrix in my objective function. How could I write it in Matlab with CVX? Many thanks.

M
Mark L. Stone
Nov 18, 2021 #2

You can maximize log_det(positive-definite_matrix), which s concave.

Minimizing matrix determinant (or, its log), is non-convex, and is not possible in CVX.

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