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5 votes
Accepted

A concave maximization that is not supported on CVX

The disciplined convex rules used by CVX don't know how to deal with ratios or products of variables or functions of variables, so this can't be written directly in CVX. However, it can be written ...
Brian Borchers's user avatar
5 votes
Accepted

Convex optimization: what is atom library?

Adding new functions to the CVX atom library just means adding new functions which can accept CVX variables and expressions as input, as described in the section Adding new functions to the atom ...
Mark L. Stone's user avatar
3 votes
Accepted

How to deal with quadratic constrain in semidefinite programming

Apply a Schur complement on the constraint $\begin{pmatrix} M & \eta\\\eta^T & 1\end{pmatrix} \succeq 0$
Johan Löfberg's user avatar
2 votes
Accepted

How to form the following constraint in cvx?

Is it what you need? (λ is unknown) ...
Sergey's user avatar
  • 136
2 votes

Could the convex problem be tackled by CVX?

You should use a modeling language so that your code is independent of the underlying solver. cvxpy is a good choice. When I rewrite your model in cvxpy: ...
Richard's user avatar
  • 3,981
2 votes
Accepted

Formulate and solve a simple conic programs in cvxpy language

You can solve Question A as a second-order cone program like so: ...
Richard's user avatar
  • 3,981
2 votes
Accepted

Find $x$ that satisfy $(I-A^*A)+x(\frac{A+A^*}{2})\prec0$ using LMI or SDP on Matlab

Here is the correct answer: ...
Lee's user avatar
  • 183
1 vote

Why is a elementwise max not DCP?

The answer is based on @Mark L. Stones' comments Nonlinear equality constraints are not allowed by DCP, and other than trivial cases, they are non-convex. Apply the pos or max(D,0) directly in the ...
Sahil Gupta's user avatar

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