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silgon/maximum_and_minium_eigenvalue_cvxpy.py

Created May 22, 2023 14:29
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maximum_and_minium_eigenvalue_cvxpy.py
import numpy as np
import cvxpy as cp
α = 0.3
A = np.array([[1., α], [α, 1.5]])
# maximum eigenvalue
t = cp.Variable()
prob = cp.Problem(cp.Minimize(t), [np.eye(2)*t-A>>0])
prob.solve()
# minimum eigenvalue
t = cp.Variable()
prob = cp.Problem(cp.Minimize(-t), [A-np.eye(2)*t>>0])
prob.solve()
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