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May 10, 2020 at 0:14 vote accept Santiago Armstrong
May 3, 2020 at 13:31 answer added alesia timeline score: 5
S May 3, 2020 at 12:41 history suggested Rodrigo de Azevedo CC BY-SA 4.0
Added higher order tag. Minor improvements for the sake of readability.
May 3, 2020 at 7:35 review Suggested edits
S May 3, 2020 at 12:41
May 3, 2020 at 4:27 comment added DSM import cvxpy as cvx <newline> import numpy as np <newline> N = 5 <newline> X = cvx.Variable((N,N)) <newline> M = np.random.randn(N,N) <newline> prob = cvx.Problem(cvx.Maximize(cvx.trace((M.T)@X)), [cvx.normNuc(X)<=1]) <newline> prob.solve() <newline> print(prob.status) <newline> print(prob.value) <newline> print(X.value)
May 3, 2020 at 3:30 comment added Santiago Armstrong @DSM both actually. I am comfortable with python but I haven't used that library before. Is this is easy to solve using CVXPY?
May 3, 2020 at 2:39 comment added DSM Solving the problem with CVXPY, as it is a convex program, should help. Are you looking for a more theoretical treatment of the problem?
May 3, 2020 at 2:07 review First posts
May 3, 2020 at 2:08
May 3, 2020 at 2:00 history asked Santiago Armstrong CC BY-SA 4.0