I don’t know what relation this question has to your other question How to write this optimization problem in CVX? . The multiple-level subscripted R in the objective function and the first constraint can be converted to an expression involving rel_entr as shown in my answer to that question, presuming this R is the same as that R, Iif that does not resolve your difficulty, you need to spell out more clearly what is what and where you r difficulty is.
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