I tried solving a 3 by 3 matrix by CVX. I know this is non-convex…
But i gave it a try by the following
cvx_begin
variables x(3,3) t
minimize norm(t,2)
subject to
x(1,1)==1
x(2,2)==3
x(3,2)==1
%x>0
sum(x,2)<=6+t
sum(x,2)>=5+t
sum(x,1)>5+t
sum(x,1)<=6+t
cvx_end
I am getting results which are not integers…Any suggestions?