Hi,

When I run the following code in CVX, when A is an integer N by N matrix, I am getting an infeasible solution as output. Have tried quite a lot of ‘possible’ common fixes but nothing is working. Please somebody help!

```
val=N*N;
cvx_begin sdp
variable Sigma(N,N) symmetric
minimize trace(A*Sigma)/val
subject to
2*N*sum(diag(Sigma))-2*(trace(Sigma*ones(N,N)))==N*N;
for i=1:N
for j=1:N
for k=1:N
2*(Sigma(i,k)+Sigma(k,j)-Sigma(i,j))-Sigma(k,i)-Sigma(k,k)<=0
end
end
end
cvx_end
```