How to make toeplitz matrix constraint in cvxpy?

Question

Using cvxpy( convex optimisation solver in python), there are options to make a matrix variable to be symmetric or positive semidefinite, but I require that the matrix be toeplitz (all left to right diagonals have the same element is each diagonal entry). Is there an efficient way of doing this?

Answer 1

One way would be to add the constraint:

a[i,j] = a[i-1,j-1]

for all i,j>0. The presolver (part of a solver) would exploit this and reduce the size of the model.