I would like to minimize this function
trace(BR1).trace_inv(R2B)
–where B is the matrix I need to optimize, B is a Hermitian matrix and R1 ,R2 are both the known matrix. I remember that trace_inv and trace are both convex problem. Howerer, I get the error that
” ??? Error using ==> cvx.times at 173
Disciplined convex programming error:
Cannot perform the operation: {real affine} . {convex}”
So what is the problem?
Thanks,mcg,but I read that before and I cannot get the answer,because I think it is convex. I am sorry about that.
Prove it is convex and we’ll work further to see if you can express it in a DCP-compliant manner. But I am almost certain it is not.
Ok, so how to transform it to convex problem? thanks very much.
I don’t know if it can.
Ok, thank you