set diagonal elements of cvxpy.variable(10,10) to zero.

[nikhil m]

I am working with the cvxpy module and would like to include a constraint in my objective function where in the diagonal elements of my cvxpy.Variable(10,10) is set to zero. I would like to know how this can be achieved in cvxpy module. 

[caglar]

You can use something like this constr_eq=cvx.equals(cvx.diag(v_Cov),0.0)

For completeness, here is a simple max entropy example which is useless without additional constraints.

import cvxpy as cvx

kD=10

v_Cov=cvx.variable(kD,kD,structure='symmetric')

constr_eq=cvx.equals(cvx.diag(v_Cov),0.0)

constr_sdp=cvx.belongs(v_Cov,cvx.semidefinite_cone)

obj=kD*cvx.log(cvx.det_rootn(v_Cov))

params_all=[]

constrs_all=[constr_eq]

constrs_all+=[constr_sdp]

prog=cvx.program(cvx.maximize(obj),constrs_all,params_all)

prog.solve()