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<body class='hmmessage'><div dir='ltr'><span style="color: rgb(68, 68, 68); font-size: 15px; line-height: 21.2999992370605px; background-color: rgb(255, 255, 255);">Hi all,</span><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);"><br style="line-height: 21.2999992370605px;"></div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);">Sorry, there is a little typo in the last email. I correct it here.</div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);"><br></div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);">We are trying to use Csdp to solve a programming problem.</div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);"> min trace(Sigma - X)</div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);">s.t.</div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);"> X is a diagonal matrix</div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);"> (Sigma - X ) >= 0, positive definite</div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);"><br style="line-height: 21.2999992370605px;"></div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);">Where Sigma is a known covariance matrix of several random variables.</div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);">We have problems when trying to add "X is a diagonal matrix" constraint.</div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);"><br style="line-height: 21.2999992370605px;"></div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);">Thank you all.</div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);"><br style="line-height: 21.2999992370605px;"></div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);">Bests,</div><div style="line-height: 21.2999992370605px; color: rgb(68, 68, 68); font-size: 15px; background-color: rgb(255, 255, 255);">Jingyu He</div> </div></body>
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