[Csdp] How to add diagonal constrain to Csdp?‏

[Jingyu He]

Hi all,Sorry, there is a little typo in the last email. I correct it here.
We are trying to use Csdp to solve a programming problem.     min trace(Sigma - X)s.t.     X is a diagonal matrix     (Sigma - X ) >= 0, positive definiteWhere Sigma is a known covariance matrix of several random variables.We have problems when trying to add "X is a diagonal matrix" constraint.Thank you all.Bests,Jingyu He 		 	   		  
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