How to implement a convex optimization problem in MATLAB using CVX

Question

Shankul Saini 2023-5-5

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1958444-how-to-implement-a-convex-optimization-problem-in-matlab-using-cvx

回答： Santosh Fatale 2023-5-22

采纳的回答： Santosh Fatale

I have the following optimization problem,

Where, R is a known matrix and V is a (N+1)*(N+1) size positive definite matrix.

V can be defined as v'(v')^H where v'= [v^T , t]^T and v=[exp(-j phi1),exp(-j phi2)...exp(-j phiN)]^T.

I need to solve above formulated problem using CVX in matlab.

Here, (.)^T and (.)^H corresponds to transpose and hermitian respectively. And t is an auxiliary variable.

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Torsten 2023-5-5

Is it obvious that tr(R*V) is real-valued ?

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Santosh Fatale 2023-5-22

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1958444-how-to-implement-a-convex-optimization-problem-in-matlab-using-cvx#answer_1241074

Hi Shankul,

I understand that you want to implement the convex optimization problem in MATLAB using cvx library.

It is my understanding that you have already installed the cvx library on your system. To learn more about implementing optimization problem using cvx library, I would recommend you go through the examples available on cvx research homepage.

Furthermore, you could explore the following MATLAB documentation page related to solving convex optimization problem using Convex Optimization Toolbox.

Convex Optimization in MATLAB