A convex problem followed by Nan solution

If you have access to Mosek, use CVX 2.2 with Mosek as solver.

If you don’t have access to Mosek, follow the advice in CVXQUAD: How to use CVXQUAD's Pade Approximant instead of CVX's unreliable Successive Approximation for GP mode, log, exp, entr, rel_entr, kl_div, log_det, det_rootn, exponential cone. CVXQUAD's Quantum (Matrix) Entropy & Matrix Log related functions .