ain diagonal of a positive
semidefinite matrix, while holding the sums along each diagonal
constant. The parameters of the problem are the elements of the vector
<span class="math">\(b\in\mathbf{R}^n\)</span>, and the optimization variable is a symmetric
matrix <span class="math">\(X\in\mathbf{R}^{n\times n}\)</span>. The CVX version of this
model is</p>
<div class="highlight-none"><div class="highlight"><pre>cvx_begin
    variable X( n, n ) symmetric
    minimize( ( n - 1 : -1 : 0 ) * diag( X ) );
    for 