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Jan 21, 2020 at 11:12 comment added Rodrigo de Azevedo @hichemhb Like I mentioned before, you can use CVXPY to solve the SDP. Take a look at this.
Jan 21, 2020 at 9:43 comment added hichem hb @ Rodrigo de Azevedo i wanna to implement an algorithm to solve this problems can you give me some methods references or codes if its possible
Nov 11, 2019 at 5:40 comment added Rodrigo de Azevedo @hichemhb Replace $\rm v$ with $\mathrm V \mathbb 1$, where the columns of $\rm V$ are the $\mathrm v_i$'s. I may be wrong. Please verify.
Nov 11, 2019 at 0:16 comment added hichem hb is there other approach that i can use it ? @Rodrigo de Azevedo.
Nov 10, 2019 at 6:26 comment added Rodrigo de Azevedo @hichemhb Similar, not same.
Nov 9, 2019 at 17:07 comment added hichem hb so if the problem is to minimise sum(vi'(A+In+UXU⊤)^−1vi), can i use the same approach??
Sep 22, 2019 at 21:38 comment added hichem hb @ Rodrigo de Azevedo this is my proposition
Sep 22, 2019 at 13:08 vote accept hichem hb
Sep 21, 2019 at 23:37 comment added Rodrigo de Azevedo @hichemhb Why not post a question on that problem on Math SE? The more (trained) eyes looking at it, the better.
Sep 21, 2019 at 23:29 comment added hichem hb it was about a problem in optimization that i find using KKT method
Sep 21, 2019 at 23:20 comment added hichem hb @ Rodrigo de Azevedo can you please give me your email i wanna to contact you ?
Sep 20, 2019 at 10:34 comment added Rodrigo de Azevedo @hichemhb you can use CVX or CVXPY to solve the SDP numerically.
Sep 20, 2019 at 10:30 comment added hichem hb Rodrigo de Azevedo can you please give me some reference to find my matrix X
Aug 23, 2019 at 9:28 history answered Rodrigo de Azevedo CC BY-SA 4.0