How to write this objective function in CVX, see figure below. Thank you very much.

# How to write this objective function that can be recognized in CVX

**xiaolilixiao**(li xiao) #1

**Mark_L_Stone**(Mark L. Stone) #2

I will presume `w >= 0`

. Of course, if no constraints are added, H = matrix of zeros will be optimal with optimal objective value = 0.

```
cvx_begin
variable H(n,n)
V = sqrt(diag(w))*H'*X;
minimize(vec(V)'*vec(V))
% place constraints here
cvx_end
```