Cvx expression issue

[Mark_L_Stone]

Yes, but you’re still being so vague that i can’t help you with your specific problem.

As for general capability, see this post from mcg, who is the CVX developer.

How to change the number of variables based on the iteration number?

Why not use multidimensional arrays? For instance: variable Q_1(n,n,k) hermitian; variable Q_2(n-1,n-1,k) hermitian; Then you can access an individual ‘slice’ with colon notation; e.g., Q_1(:,:,k). From the documentation: Matrix-specific keywords can be applied to n-dimensional arrays as well: each 2-dimensional “slice” of the array is given the stated structure. So for instance, the declaration variable R(10,10,8) hermitian semidefinite constructs 8 10×10 complex Hermitian PSD matr…