hello CVXers
A and B are my variables and have some lmi constraints.
Is there a way to minimize magnitude of norm(A,‘fro’)-sqrt(trace(B)) as my cost function using cvx?
Any help is greatly appreciated
hello CVXers
A and B are my variables and have some lmi constraints.
Is there a way to minimize magnitude of norm(A,‘fro’)-sqrt(trace(B)) as my cost function using cvx?
Any help is greatly appreciated
This is non-convex. Consider f(x) = abs(abs(x)-1)
, which equals 0 when evaluated at x = -1 and 1, and equals 1 when evaluated at their convex combination 0, thereby disproving convexity.
I commend you again to read, carefully, Why isn't CVX accepting my model? READ THIS FIRST! .