20 lines
478 B
Mathematica
20 lines
478 B
Mathematica
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function Constraint = sdd(X)
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if issymmetric(X)
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Constraint = [];
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n = size(X,1);
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M = 0;
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for ii = 1:n
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for jj = [1:1:ii-1 ii+1:1:n]
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Mij = sdpvar(2);
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Constraint = Constraint + sdp2socp(Mij);
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M = M + sparse([ii jj ii jj],[ii ii jj jj],Mij(:),n,n);
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end
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end
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Constraint = Constraint + [M == X];
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else
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error('sdd requires a symmetric argument.');
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end
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function F = sdp2socp(M)
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F=rcone(M(1,2),.5*M(1,1),M(2,2));
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