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Well, I figured it out by reading the source code. Here is my minimal example: |
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Hello, I also encountered a similar problem of finding trace of inverse. I would like to ask why cp.Minimize(cp.matrix_frac(np.eye(6), cost)) can be solved, but when i try to solve cp.Maximize(1/cp.real(cp.matrix_frac(np.eye(6), cost))), an error will be reported cvxpy.error.DCPError: Problem does not follow DCP rules. Specifically: Shouldn't these two questions be equivalent? |
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Closing this discussion, answered by author @sebhan2. |
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Hello,
how can I formulate an objective function that minimizes the trace of an inverse matrix using cvxpy?
Concretely the following problem:
subject to:
I have seen the trace_inv objective function in cvx but so far was not able to figure out how to translate this to cvxpy.
I also posted my question to stackoverflow, but have not gotten an answer yet, here is a link: https://stackoverflow.com/questions/74882101/how-to-optimize-trace-of-inverse-in-cvxpy
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