# Questions tagged [cvx]

a MATLAB-based modeling framework for convex optimization.

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### How to write a dynamic SDP using CVX?

Consider the following SDP \begin{aligned} \min\quad&\text{tr}(CX)\\ \text{s.t.}\quad&\text{tr}(A_iX)=b_i,\quad i=1,\cdots,p\\ &X\succeq0 \end{aligned} where $C$ and $A_i$ are given ...
• 31
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### Problem in parameterizing a CVXPY program

I am trying to parameterize a CVXPY program as I need to repeatedly solve the problem, but I noticed that when my parameters are complex numbers, CVXPY models the problem in each iteration. For ...
• 111
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### Why is a elementwise max not DCP?

I am trying to formulate a convex optimization problem using CVXPY. Everything works, except a constraint that does not seem to follow DCP rules. Let $D \in \Bbb R^n$ be a decision variable and let $Q$...
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### Absolute value constraint in quadratic programming optimization

$$argmin(x,y)=x^2+y^2+2y$$ $$s.t.\ \ y=|x-10|$$ How can I convert the absolute value constraint to the constraint matrix (GX<=h, AX=b) in cvxopt?
• 109
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### Find $x$ that satisfy $(I-A^*A)+x(\frac{A+A^*}{2})\prec0$ using LMI or SDP on Matlab

Given $A\in\mathbb{C}^{n\times n}$, I want to use LMI or SDP to find feasibility of $x>0$ in the following inequality: $$(I-A^*A)+x(\frac{A+A^*}{2})\prec0,$$ where $D\prec0$ means that $D$ is ...
• 183