Hello, I am trying to minimize the trace of the inverse of the matrix X, I am sure this is convex, but I don’t know how to implement in cvx.

Best.

Hello, I am trying to minimize the trace of the inverse of the matrix X, I am sure this is convex, but I don’t know how to implement in cvx.

Best.

help trace_inv

trace_inv Trace of the inverse of a PSD matrix.

For square matrix X, trace_inv(X) is TRACE(INV(X)) if X is Hermitian

or symmetric and positive definite; and +Inf otherwise.`An error results if X is not a square matrix. Disciplined convex programming information: trace_inv is convex and nonmonotonic (at least with respect to elementwise comparison), so its argument must be affine. Overloaded methods: cvx/trace_inv`