Hi

I’m trying to write the cvx code for the problem below:

“mimimize trace(P^-1))

subject to the inequalities

P*A + A’*P - C’*inv(V) C + PW*P <0 , P>0

V , W are symmetric positive definite user-defined functions and A , C matrices are available”

but i get the fallowing errors:

Error using * (line 126)

Disciplined convex programming error:

Only scalar quadratic forms can be specified in CVX

.

Error in cvxcode (line 25)

P*A + A’*P -C’*pinv(V) C +PW*P <= 0;

does anybody have an idea about this?