I have the following objective function (w is the variable vector of size nx): function obj_trace(w::Array{Float64,1}) dg = Diagonal(w) M = F' * (gamma \ dg) * F + eye(nx) obj = trace(inv(M)) return obj end where gamma is diagonal (F, nx, gamma are given), and the following constr…

User defined objective function to run MICP

coiacy November 2, 2018, 9:46pm 11

yes i just tried, and this time it returned NaNs without warnings…

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