MAXDET: Software for Determinant Maximization ProblemsS.-P. Wu, L. Vandenberghe, S. Boyd
Implementation of a long-step path-following method for determinant maximization problems. Includes full C-source (with calls to LAPACK), which can be used directly or via matlab mex file interfaces, matlab examples, and documentation. Released May 1996, MAXDET was the first publicly available code for determinant maximization problems. The general purpose convex optimization package CVX currently supports maximization of the determinant of a positive definite matrix to the 1/n power (using the function det_rootn()) so it can be used for many determinant maximization problems. |