how to enforce positive constraints in cvx?

Asked Jul 07 '22 at 21:25

Active Jul 07 '22 at 21:25

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I have a simple CVX program, where two variables are:

variable A(n, n)
variable D(n, N)

I learned from here:

https://mycourses.aalto.fi/pluginfile.php/1612433/mod_resource/content/1/lec06.pdf

that I think adding the constraints A >= 0 (and even possibly D >= 0) will not enforce A to be all of positive values, but rather for A to be a positive definite.

How do I enforce instead for all elements of A to be positive (and similar for D)?

I am using Matlab.

asked Jul 07 '22 at 21:25

kloop

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Apologies. after further inspection, I learned that A >= 0 *is* enforcing element-wise positivity. – kloop Jul 07 '22 at 22:15
It depends if you are in SDP mode or not. – Michal Adamaszek Jul 08 '22 at 09:27

how to enforce positive constraints in cvx?

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