Questions tagged [cvx]

a MATLAB-based modeling framework for convex optimization.

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Why is the problem infeasible?

Given $\mathbf V_t=\mathbf v_t\mathbf v_t^H$ where $\mathbf v_t=\left(e^{j\theta_{1}},e^{j\theta_{2}}\right)^H$: \begin{equation*} \begin{array}{ll} \underset{\mathbf V}{\operatorname{minimize}} & ...
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Best optimizer for unconnstrained non-convex nonlinear least-square optimization problem?

I am looking for a very good optimizer to the following problem: $$\min_{P,\Theta}\lVert APD(\Theta)P^{-1} -B \rVert_F$$ where $A,B \in \mathbb{R}^{n\times m}$, $P \in \mathbb{R}^{m\times m}$, $D\in \...
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Coding a convex problem in CVX

I am new to CVX and am trying to simulate this convex problem I found in a paper. $$\min_{\gamma,\mathbf{mu},\mathbf{G},\mathbf{\Omega},t} \text{Tr}(\mathbf{G}\mathbf{C}\mathbf{G}^H)+t \\ s.t. -t-\...
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Issues with CVX package for optimization

I am trying to use the cvx package for optimization. However, I am having some issues with it. I have a variable X which is a matrix but I cannot add $X^{-1}$ in the objective function. What should I ...
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Sign or cardinality constraint when solving for sparse signal

I'm currently learning about using linear and semidefinite programming to find sparse solutions to problems. In particular, finding sparse solutions where the sampling functions are sinusoidal (...
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CVXOPT intermediate step valuation stepping out of function domain of defintion

I am using CVXOPT, particularly to solve a nonlinear convex optimization problem. Either the objective function or the constraints involve some functions that are only defined in a strict subset of $\...