11 lines
333 B
Mathematica
11 lines
333 B
Mathematica
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function [v,Model] = eigv(X)
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% v(i) epigraph of i-th largest eigenvalue of X
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[n,m] = size(X);
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v = sdpvar(n,1);
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Model = [trace(X)==sum(v), v(1:end-1) >= v(2:end)];
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for k = 1:n-1
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Z = sdpvar(n);
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s = sdpvar(1);
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t = sum(v(1:k));
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Model = [Model, (t-k*s-trace(Z) >= 0) + (Z >= 0) + (Z-X+s*eye(n) >= 0)];
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end
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