I need to create a Hermitian matrix that is not PSD for solving a specific problem. How do I do that? The obvious syntax @variable(model, x[1:d,1:d], Hermitian)
gives an error, unlike @variable(model, x[1:d,1:d], Symmetric)
.
I suppose I could do @variable(model, x[1:d,1:d] in ComplexPlane())
followed by @constraint(model, x .== x')
but that’s terribly inefficient.