Hi,
I have a general question about CVX solution time. Let’s say I have an p.s.d variable 6x6, there are two ways I can define it as follows:
variable W(6,6) hermitian semidefinite
or
variable Wr(6,1)
variable Wc(15,1) complex
W =[Wr(1,1) Wc(1,1) Wc(2,1) Wc(3,1) Wc(4,1) Wc(5,1)
Wc(1,1)' Wr(2,1) Wc(6,1) Wc(7,1) Wc(8,1) Wc(9,1)
Wc(2,1)' Wc(6,1)' Wr(3,1) Wc(10,1) Wc(11,1) Wc(12,1)
Wc(3,1)' Wc(7,1)' Wc(10,1)' Wr(4,1) Wc(13,1) Wc(14,1)
Wc(4,1)' Wc(8,1)' Wc(11,1)' Wc(13,1)' Wr(5,1) Wc(15,1)
Wc(5,1)' Wc(9,1)' Wc(12,1)' Wc(14,1)' Wc(15,1)' Wr(6,1) ];
W >= 0;
I’m wondering which way is better in terms of solution speed?
And in general, defining a variable or putting a constraint is more efficient in terms of speed?
Thanks,