Nonconvex: Checking positive-semidefiniteness inside the Gloptipoly package

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Deepayan Bhadra 2018-3-24

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https://ww2.mathworks.cn/matlabcentral/answers/390342-nonconvex-checking-positive-s-emidefinit-eness-inside-the-gloptipoly-package

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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Answer 1

Christine Tobler 2018-3-26

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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.