maximizing absolute value of trace
hi! I want to maximize the absolute value of trace of some hermitian operator, but I got an error message:
NoStrategyFound: No problem reformulation strategy found.
Selected reasons for discarding reachable problem formulations:
CVXOPT does not support:
- Optimizing Norm.
Is there any way to solve this?
BTW, my code somehow looks like:
F = picos.Problem()
T = picos.HermitianVariable("T", 2)
d = picos.Constant(A)
F.set_objective("max", abs(picos.trace((T*d))))
F.add_constraint(1>= picos.expressions.exp_nucnorm.NuclearNorm(T))
F.solve(solver = "cvxopt")
where A
is a given cvxopt matrix.
Edited by qflux98