I am trying to solve the below optimization problem, but I get the below error:
“Only scalar quadratic forms can be specified in CVX”
The code:
cvx_begin
variable x(n);
variable A(L,n);
maximize(sum(x))
subject to
A*x <= c
sum(A,2)<=k
cvx_end
While when A is not a variable as in the examples in cvx website it works well.
Your help is very appreciated, and sorry if my question is basic as I am new to convex optimization.
Thanks.