Hi, I was wondering if someone can help me understand this error from CVXGEN. “Error during preparation stage (variables may only appear on one end of a multiplication chain).”
I’m guessing it is coming from the line I have, “(s*(I-nmat)) <= (L+(CI*(CI*diag(x))’))”
I am trying to do L+CIXCI’. Since I can’t commute X to the end, I’m not sure how to get around this error. I tried using transpose but that’s not working as CVXGEN just puts it back in the normal order.
Can someone please explain if/why this causes an error and some possible resolutions?
Thank you for your help.