I’m trying to solve a basic problem with complex matrix through cvx, the model can be described as follows:
min u’ * M * u
s.t. |ui| = 1, for i = 1~N
and what i write in matlab is (try when N=2):
M = [0.1146 + 0.0191i -0.0591 - 0.0328i
0.0526 + 0.0788i 0.0181 - 0.0813i];
cvx_begin sdp quiet
norms(u) = 2;
and the error i get is:
Error using * (line 258)
Disciplined convex programming error:
Invalid quadratic form: product is complex.
Error in testcvx (line 5)
Is that because of the refuse of complex target function in cvx? If not, could anyone help to show how to correct it?
Thanks in advance.