Nonconvex: Checking positive-s​​emidefini​t​eness inside the Gloptipoly package

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Deepayan Bhadra
Deepayan Bhadra 2018-3-24
回答： Christine Tobler 2018-3-26
Hi,
I’m dealing with a non-convex constraint and hence, instead of CVX (does CVX support MATLAB’s eig function?), I’m using Gloptipoly. When I use eig inside it, it throws up an error. Any alternative ways?
Thanks a lot.

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Christine Tobler
Christine Tobler 2018-3-26
For positive definiteness, I would recommended to check this using CHOL (see if the second output registers a problem), but this will not work for semi-definite. You could use LDL, and check if there are negative values in D.

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