Hi,

I want to create a couple of square matrix variables in my model, for example 83 matrix variables. They have ** different dimension**, for example X1 is a 5 by 5 matrix, X2 is a 8 by 8 matrix.

In cvx documentation, X(5,5,6) is like 6 matrices with the **same dimension**. It can’t satisfy my requirement. How can I create these matrix variables?