trouble formulating problem

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dylan

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Feb 28, 2014, 2:09:58 PM2/28/14
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Hi All,

I am completely new to python/cvxopt, and convex optimization in general.  I am lucky to work in a field of physics where I really only ever have to solve one problem:

minimize (Trace(A*B_i)-v_i)^2
subject to Trace(A)=1,A>0 (matrix inequality)

The B_i's are hermitian matrices (user defined) and the v_i's are real scalars (also user defined).

I have been browsing the cvxopt website for a few days (and also browsing the docs for cvxpy, which have largely been of no help), so I thought I would ask here.

I'm sure there is a way to formulate this as a standard problem, but not really knowing much about convex optimization, I can't figure it out.

-dylan
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