Maximize trace of matrix semi definite programming

[Pravin Bezwada]

Is it possible to solve following maximization problem using cvxopt?

   maximize Trace(A * Y)

    tranpose(1) * |Y| * 1 - k * z <= 0

    Trace(Y) - z = 0

    Trace(B*Y) = 1

    Y >= 0

[Martin]

Yes, assuming that your variables are Y and z, you can solve this with the conelp solver (see http://cvxopt.org/userguide/coneprog.html#linear-cone-programs). You can either use conelp directly or you can use the modeling package CVXPY as a front-end for CVXOPT.

[Pravin Bezwada]

Thanks Martin. Is it possible to solve this using sdp solver?

Best regards,
Pravin

[Martin]

Yes, CVXOPT's conelp() routine is an SDP solver which is in many ways similar to SeDuMi.