Dual SDP Problem from Its Primal
8 views (last 30 days)
Show older comments
Hey!
I am computing a probability distribution from some measurements and I used primal sdp method for that; but now I need to convert it to its dual. How can I do that with cvx?
My function for primal is that:
cvx_begin
variable sigma_e(d^2,d^2,d) hermitian semidefinite
dual variables Z{d,d,m,m}
S=cvx(0);
in=1;
for e=1:d
S=S+trace(sigma_e(:,:,e)*kron(A(:,:,in,e),eye(d)));
end
S=real(S);
minimize (-S)
subject to
for i=1:d
for j=1:d
for x=1:m
for y=1:m
trace(squeeze(sum(sigma_e(:,:,:),3))*kron(A(:,:,x,i),B(:,:,y,j)))==P_exp(i,j,x,y) : Z{i,j,x,y};
end
end
end
end
cvx_end
0 Comments
Answers (0)
See Also
Categories
Find more on Statistics and Machine Learning Toolbox in Help Center and File Exchange
Products
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!