I want to obtain X,Y and mu in the picture. My code is attached bellow.
A=[-1,2;-3,4];B=[0.5;-2];Bw=[0;1]; cvx_begin sdp variable X(2,2) symmetric;variable Y(1,2);variable lambda0;variable mu1; subject to [(A*X+B*Y)'+A*X+B*Y+lambda0*X,Bw;Bw',-mu1*eye(1)]<=0; X>=0;lambda0>=0;mu1>=0; cvx_end
Disciplined convex programming error:
Invalid quadratic form(s): not a square.
It shows the error above and I find out lambda0*X goes wrong. But How can I solve this problem?