How to set Hermitian and positive semidefinite constraints in CVXPY?

Asked Oct 22 '19 at 09:33

Active Oct 22 '19 at 11:43

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I am new to CVXPY due to my recent project. I need to use maximum likelihood method in python. The matrix I want to tune is both hermitian and semidefinite (a density matrix in physics language). But I find that these two constrains cannot appear at the same time in CVXPY.

I know there is a function hermitian_semidefinite in CVX package of matlab, but I did not find in python.
I know there exist keyword hermitian and SPD when I initial a variable in CVXPY, but I can only set one keyword.

Please help me, I will appreciate any effort you offer, thanks very much.

edited Oct 22 '19 at 11:43

Rodrigo de Azevedo

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asked Oct 22 '19 at 09:33

Benjamin Jiang

https://www.cvxpy.org/tutorial/advanced/index.html – Rodrigo de Azevedo Oct 22 '19 at 09:44
sorry for late, I searched the document, but did not find the method to apply both these two conditions.... – Benjamin Jiang Oct 28 '19 at 02:14
This is a late reply, but would it be possible to set the `cvxpy` variable to be `hermitian=True`, and then, in the constraints, enforce that `X >> 0` to obtain the additional criterion you are after? – Vincent Russo Feb 17 '20 at 14:48

How to set Hermitian and positive semidefinite constraints in CVXPY?

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