1

Using LINGO, I need to enter the following block matrix as one of my constraints

$ M= \left[ {\begin{array}{cc} 1 & x^T \\ x & X \\ \end{array} } \right] $

where x is an n by 1 column matrix and X is an n by n symmetric matrix. Then I need to fore M to be PSD one time and in another problem to be copositive. Does any one know how to do that using LINGO.

0 Answers0