CVX error :Only scalar quadratic forms can be specified in CVX


#1

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 + PWP <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 +PWP <= 0;

does anybody have an idea about this?


(Hafez Bazrafshan) #2

If P is the only variable in your constraint, you may want to use the Schur complement, as follows:
[P*A+A’*P-C’inv(V)C P \
P -inv(W)] < 0