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TOPIC: maxdet problems
#372
maxdet problems 7 Years, 2 Months ago  
Does SeDuMi have any support for maxdet problems?

I'm asking because the original MAXDET package at ...

www.stanford.edu/~boyd/MAXDET.html

... states that the CVX package

www.stanford.edu/~boyd/cvx/

... supports maxdet problems, and CVX's only core solver is SeDuMi.

But I've looked through the original SeDuMi paper and also the 5-page user manual but didn't find any references to anything that looks like a maxdet.

If there is no MAXDET support, will it be added anytime soon?

Regards,

Ottmar
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#373
Re:maxdet problems 7 Years, 2 Months ago Karma: 32
The maxdet problem can be solved using standard a standard SDP solvers, since the function geomean(eig(X)) (which is monotonic to log(det(X))) can be modelled using conic constraints.

If you use YALMIP+SeDuMi, you can either use

solvesdp(F,-logdet(X))

where F represents your constraints, or

solvesdp(F,-geomean(X))

See the example maxdet.ex in the YALMIP distribution for more information.

/johan

(The logdet operator in YALMIP is just a way to please users that like the name logdet, it is actually nothing but a geomean construct)
lofberg
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#377
Re:maxdet problems 7 Years, 1 Month ago Karma: 0
Yeah, to solve maxdet problems in SeDuMi you have to do some transformations OUTSIDE of SeDuMi to convert the problem to a standard SDP. It can be done, but it is very cumbersome---which is why it is nice to use a tool like YALMIP or CVX when you can, because it does that transformation for you.
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#378
Re:maxdet problems 7 Years, 1 Month ago Karma: 0
Yeah, to solve maxdet problems in SeDuMi you have to do some transformations OUTSIDE of SeDuMi to convert the problem to a standard SDP. It can be done, but it is very cumbersome---which is why it is nice to use a tool like YALMIP or CVX when you can, because it does that transformation for you.
mcgrant
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