: h.fawzi [AT] damtp.cam.ac.uk
: F0.16 (Centre for Mathematical Sciences)
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CVXQUAD is a collection of functions to be used with the MATLAB-based convex optimization tool CVX
. It implements a new approximation strategy to treat the exponential cone as well as various functions based on matrix logarithm using semidefinite programming. In particular it augments CVX with new convex/concave functions such as the quantum relative entropy
. It is based on the paper Semidefinite approximations of the matrix logarithm
(jointly authored with James Saunderson and Pablo Parrilo).