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In trying to solve a problem with objective function
maximize det(P)
there are two common transformations that turn the objective into a convex objective.
The first is to convert the problem to
maximize logdet(P)
which is currently implemented and can be solved using e.g. SCS.
Another option is to instead solve
maximize det(P)^(1/n)
This is equivalent to the geometric mean of the eigenvalues of P
. From what I've read, this can be modeled with semidefinite and second order cones (I don't know the details of this). This allows a lot more solvers to be used to solve this optimization problem (instead of relying on a first order method like SCS)
Would it be possible to get support for the nth root of the determinant added?