I have a minimization objective like this:
In my code I am trying to represent it as:
cvx_begin variable X(size(A)); idx = eye(size(A)); Y = (1-idx).*X; minimize ( -log_det(X) + S * X + lambda * Y ); cvx_end
I am getting this error:
Your objective function is not a scalar.
A is a random matrix the same size as S.
Can you all please suggest what I am doing wrong? Thanks!