Log determinant objective

Specific Domains Optimization (Mathematical)
6

How does one use this?

Here’s an example, but it isn’t supported by Ipopt or NLopt, you’ll need to reformulate your entire problem as a conic optimization problem and use a solver like Mosek or SCS.

# max log(det(x))
#
# is equivalent to
# max t
# s.t. t <= log(det(X))

model = Model()
@variable(model, X[1:3, 1:3])
@variable(model, t)
@constraint(model, [t; 1; vec(X)] in MOI.LogDetConeSquare(3))
@objective(model, Max, t)