The original problem is given as P1. Defining r=w+z, R=rr^H, Z=zz^H; the problem is transferred into P2, where new constraints are relaxed from R=rr^H, Z=zz^H.
But I am confused in how to handle the constraint r=w+z in (C5). Because w and z are both complex vector, CVX always warns this.
Can someone kindly offer me any hint? You valuable comments are highly appreciated!