a MATLAB-based modeling framework for convex optimization.
Questions tagged [cvx]
30 questions
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vote
2 answers
How to represent weighted nuclear norm of matrix variable X and minimize it by CVX function, or solve it by other possible packages
I want to minimize $f(x) = \mathrm{Tr}(\sqrt{\mathbf{X}^{T}\mathbf{X}}\mathbf{A})$, where $\mathbf{X}$ is an matrix variable of dimension $d \times d$, and $\mathbf{A}$ is a known matrix. I tried the following code:
cvx_begin
variable x(d,d)
…
Excalibur
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Positive definite matrix in CVX
I'm trying to use CVX to solve SDP problem.
I have a constraint with positive definite matrix, but if i read the document of CVX, I can only find variable with positive semidefinite matrix.
Can anyone know how I should define positive definite…
pippp
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