My MATLAB code is as follows:
N = 3
cvx_begin sdp
variable X(4,4,N+1) symmetric
variable Y(4,4,N) symmetric
minimize(0);
subject to
trace(X(:,:,1))==1;
block_toeplitz(X) + block_hankel(Y) == semidefinite(4*(N+1));
cvx_end
Note that:
1, block_toeplitz(X) & block_hankel(Y) are self-written funtions. Both functions build
block toeplitz and block hankel matrices from given set of matrices.
2. The objective function is supposed to be 0 temporarily.
However, CVX shows:
Cannot support cell arrays containing cell arrays or objects
My problem comes from a paper; the author used YALMIP to solve the problem with pseudo code:
(I just want to implement it in CVX)
How to fix this problem? Thanks