A convex optimization problem is given in the end, can some one guide me how to slove this equation with given constraints.
You may need to read the documents and examples of CVX first.
The MATLAB code should be like this, where
M is the dimension of
cvx_begin variable mu variable Z(M, M) maximize your_target_function subject to mu >= 0; Z == semidefinite(M); write constraint (30) for n = 1:N write constraint (31) end cvx_end