Can a quad_form constraint be DPP? #2569
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If In particular I'm interested in a constraint of the following form |
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Answered by
Transurgeon
Sep 19, 2024
Replies: 1 comment 1 reply
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Hello @sarahxdean , unfortunately what you want is not directly supported in cvxpy. |
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Answer selected by
sarahxdean
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Hello @sarahxdean , unfortunately what you want is not directly supported in cvxpy.
However, there are definitely ways around it. I invite you to read the following section in the documentation (which includes an answer to your question, using sum_of_squares instead of quad_form).
Best of luck!