Nonconvex: Checking positive-s​​emidefini​t​eness inside the Gloptipoly package

Hi,

I’m dealing with a non-convex constraint and hence, instead of CVX (does CVX support MATLAB’s eig function?), I’m using Gloptipoly. When I use eig inside it, it throws up an error. Any alternative ways?

Thanks a lot.

Answer 1

[Christine Tobler]

For positive definiteness, I would recommended to check this using CHOL (see if the second output registers a problem), but this will not work for semi-definite. You could use LDL, and check if there are negative values in D.