Hello, everybody!
It is well known that \operatorname{trace} (A^{-1}) is convex with respect to A, and there is even a function “trace_inv” in CVX, dealing with this case.
However, right now I need to minimize the function \operatorname{trace} (CA^{-1}C^{\rm T}), having other conditions expressed with respect to A. This target function is also convex with respect to A, but I have no idea, how to implement this fact within CVX.
Is there a way to construct such target function? Which is the best way to do it?
Thanks in advance!