Semidefinite programming

Uncategorized
Dec 20, 2020
H

GH

how to write this in cvx?

M

See my answer at Eigenvalue in cvx , and then put in the residual effort to handle this question.

H
Replying to #2

but i want to find x where G(X) is minimize

M

variable x(n)

then form G

minimize(lambda_max(G))

That will constrain G to be psd.

H

can you help me in writting G(x)?

M

You need to form the matrix G(x) in CVX the same way you would if x were a MATLAB double precision vector. That is a matter of MATLAB syntax, not anything unique to CVX.