a MATLAB-based modeling framework for convex optimization.

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3
votes
2answers
73 views

how can a 2-d fft be constructed to an equivalent matrix?

When I use the cvx matlab toolbox, I met a puzzled problem. The function of fft (or dct, wavelet, etc.) cannot be recognized by the type of 'cvx'. For the 1-d fft, it can be constructed to an ...
3
votes
2answers
132 views

Finding A and X such that AX = 0, X is positive non-zero, and A is sparse

I apologize if this is a naive question. I'm trying to create some boostrap data for a system of linear, ordinary differential equations at steady state. Since the equations represent the ...
3
votes
5answers
226 views

MATLAB's CVX Package to minimize $\mathrm{trace}(S)+\mathrm{trace}(S^{-2})$

I would like to minimize in matlab the function $f(S)=\mathrm{trace}(S)+\mathrm{trace}(S^{-2})$ where $S\in \mathcal{M}_{m,m}$ symmetric positive definite which is definitely convex function. So I ...