Nonconvex: Checking positive-semidefiniteness inside the Gloptipoly package
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Deepayan Bhadra
le 24 Mar 2018
Réponse apportée : Christine Tobler
le 26 Mar 2018
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
le 26 Mar 2018
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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