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72 views

Minimizing the Spectral Norm of the Hadamard Product of a Quadratic Form Using CVX

I am trying to use CVX to minimize the spectral norm of the Hadamard product of two matrices, one of which is in quadratic form. Specifically, I am trying to minimize $\|{\bf A} \odot {\bf XX}^H\|_2$, ...
6 votes
0 answers
136 views

Minimizing $\det(D)$ for all diagonal matrices $D$ that satisfy $D+B \succeq 0$

Let $A$ be an $n \times n$ real matrix and let $B$ be the block bipartite matrix $$B = \begin{bmatrix} 0&A \\ A^{T}&0 \end{bmatrix}$$ I came across the following optimization problem, which ...
2 votes
2 answers
276 views

Is this parametrized semidefinite program convex?

I am considering an optimization problem of the form: \begin{equation} \begin{split} f(s) &= \min_{X} \mathrm{tr}(C(s)X) \\ &\;\;\;\;\;\;\;\;\;\;\; X \ge 0, \\ &\;\;\;\;\;\;\;\;\;\;\; \...
6 votes
2 answers
5k views

Minimize Frobenius norm

My question is the following: Suppose $M$ is an $n \times n$ symmetric real matrix. I want to find an $n \times n$ symmetric real matrix X such that $|| X -M||_F$ is minimized with the constraint ...
1 vote
1 answer
514 views

Semidefinite relaxation for a quadratic feasibility problem using CVX

The following decides the feasibility of a semidefinite program (SDP) \begin{align} \max_{\mathbf{Z}}~0 \\\ \mathrm{trace}(\mathbf{Z})\leq \rho \\\ \mathrm{trace}(\mathbf{S}_1\mathbf{Z}) \geq \alpha \...