Toeplitz matrix variable

[Stelios Stefanatos]

Hi,

Is there any "smart" way to generate a (square) matrix variable that is also Toeplitz in cvxpy? I tried to "manually" generate it by constructing a 2D python list with elements appropriately selected from the (vector) cvxpy variables representing the first row and column and then wrapping it with the cvxpy.bmat function to generate a cvxpy matrix variable (so I can proceed in imposing a semidefinite matrix constraint). However, it appears that this is not working (kernel crushes when calling cvxpy.solve(); of course, I may be doing something wrong in my implementation).

Thanks a lot for any ideas,
Stelios

[Steven Diamond]

I don't know why the kernel would crash. Perhaps too much memory? The better approach is to make a sparse matrix A such that reshape(Ax, (m, n)) gives you an (m,n) Toeplitz matrix generated by the variable vector x.

[Stelios Stefanatos]

Thank you Steven for the response!

Apparently, I am doing something wrong. I will try your approach, which is much cleaner as well.

Best,
Stelios