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Trouble in having access to the cvx variable inside the cvx loop.

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I write this code:
lambda_opt = randn(num_combinations, 1);
cvx_quiet(true);
cvx_begin variable lambda_opt(num_combinations)
minimize(objective_function(lambda_opt, G, rho, optimal_design))
subject to sum(lambda_opt) == 1
lambda_opt >= 0
cvx_end
function obj_param = objective_function(lambda, G, rho, optimal_design)
result_matrix = zeros(size(G,1));
for ind = 1 : length(lambda)
result_matrix = result_matrix + lambda(ind)*G(:,:,ind);
end
% Convert the CVX matrix to a regular MATLAB matrix.
result_matrix = double(result_matrix);
[~,eig_val] = eig(result_matrix);
obj_param = trace_inv(sqrtm(result_matrix)) * max(eig_val);
I did not have access to the matrix "result_matrix" to calculate its eigenvalues. So, I searched about this and find 3 different answers for tackling this and changing this matrix from cvx object to the regular matrix:
  1. result_matrix = value(result_matrix);
  2. result_matrix = cvx_optval.result_matrix;
  3. result_matrix = double(result_matrix);
However, all of these did not work.
I appreciate it if you have any suggestions for this.
  2 Comments
Harsha Vardhan
Harsha Vardhan on 3 Oct 2023
Edited: Harsha Vardhan on 3 Oct 2023
Hi, please explain what do you mean by 'I did not have access to the matrix "result_matrix" to calculate its eigenvalues.' What is the error you observed if you use 'results_matrix' directly to calculate the eigen values as follows, after the for loop?
[~,eig_val] = eig(result_matrix);
Alireza
Alireza on 20 Oct 2023
the matrix "result_matrix" created by using the optimal variable. So, you cannot calculate the inverse of that or applying other operator like this.
However, thank you for your answer.

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Answers (1)

arushi
arushi on 17 Oct 2023
Hi Alireza,
 I understand that you are not able to access the “result_matrix” for calculating the eigenvalues. I see that you are trying to convert the cvx object to MATLAB matrix and then trying to calculate the eigen values.
You can try calculating the eigen values directly from the cvx object as all the three functions value ,cvx_optval.result_matrix and double does not provide direct access to 'result_matrix'.
Code:
% Remove the line: result_matrix = double(result_matrix);
% Calculate the eigenvalues of result_matrix
[~, eig_val] = eig(result_matrix);
eigenvalues = diag(eig_val);
Please let me know if this works or the error that you are facing in directly using the cvx object to calculate the eigen values.
  2 Comments
Alireza
Alireza on 20 Oct 2023
You are absolutely correct. However, the specific challenge I'm facing is related to finding the eigenvalues of the inverse of the matrix, not the matrix itself.
Alireza
Alireza on 20 Oct 2023
I have already resolved this issue. I can share the solution with you if you are interested.

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