Hi, I tried to solve

minimize \|(a_0 - w a_1) (a_2 - w a_3)^\top\|_F or alternatively, tr\{(a_0 - w a_1) (a_2 - w a_3)^\top\}

subject to w^\top A = B

where w \in R^n is the decision variable, and others are all given.

Is the objective is non-convex? due to w w^\top?

If it is, do I have to use another tool instead of CVX?

best,