this is maximize (omega-(sigma*(trace(W+V))+mm*ID) )
variable W(mm,mm) semidefinite V(mm,mm) semidefinite lamda0
sigma ID
I don’t understand what the problem is. I hope you can help me .
The error statement prompt is the object function
That usually means CVX scalar or matrix variables (expressions) are being multiplied. Is sigma
a variable (it’s not clear from your not properly formatted out of order code extract… If so it is multiplying elements of W
via trace. From this extract, it is not obvious there is any repair to the apparent non-convexity, other than requiring sigma
to be input data rather than a CVX variable.
Thank you very much , Mark.
But when I set sigma to be input data, I get this error message: Your objective function is not a scalar. Why is it so?
I don’t know. Perhaps omega
is not a scalar?
OK. Thank you, Mark. I’ll look into it more carefully