Change a constrin to a LMI

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Feb 16, 2015, 9:58:14 AM2/16/15
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Hi,

Can we change the following constrain to a LMI(linear matrix inequality) problem(realtion)?

(X~)X=I

X is a mxn complex matrix ; X~:transposed conjugated of X; I is nxn Identity matrix;

Johan Löfberg

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Feb 16, 2015, 10:44:29 AM2/16/15
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As I said before, quadratic equality represent a non-convex set, and is thus not something you can reformulate to an LMI

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Feb 17, 2015, 11:23:32 PM2/17/15
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And if X has a specific form(tall) as:
X=[uS;V](I+S)^(-1/2)
1)u and V are hermitian(u*(u~)=I)
2)S=diag(s1,...,sn); si>=0 and si is real.

eq1.png

Johan Löfberg

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Feb 18, 2015, 1:44:46 AM2/18/15
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You seem to fail to appreciate the fact that immediately when you introduce a quadratic equality, you leave the field of convex programming.

Consider the absolutely most simple case possible. Let x be real scalar and look at x*x == 1. What is the feasible set? Is that a convex set? Now look at x*x + y*y == 1. What is it geometrically? Convex?
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