Using Julia to solve semidefinite programming problem that has vector solutions

Specific Domains Optimization (Mathematical)
2

Hi @cheng_chen.

You can make it easier to help by reading the first post of Please read: make it easier to help you.

For a list of solvers that support SDP, check Installation Guide · JuMP.

ProxSDP should work. What was the error you encountered?

Otherwise, you could try a solver like SCS:

import Pkg; Pkg.add("SCS")
using JuMP, SCS
model = Model(SCS.Optimizer)
@variable(model, X[1:2, 1:2], PSD)