Questions tagged [cvx]

a MATLAB-based modeling framework for convex optimization.

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5answers
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Minimizing $\mathrm{trace}(S)+\mathrm{trace}(S^{-2})$ using CVX

In Matlab, I would like to minimize the function $$f(S)=\mathrm{trace}(S)+\mathrm{trace}(S^{-2})$$ where $S \in \mathcal{M}_{m,m}$ is symmetric and positive definite, which is definitely a convex ...
3
votes
1answer
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How can I minimize the number of non-zero elements in the solution vector subject to linear constraints (MATLAB)?

all, I've tried to find an answer to this question and have come across some related threads but nothing I was able to apply to my problem given my relative lack of experience in this arena. I ...