Hi all,

I want to solve this problem using Mixed integer optimizer in mosek:

cvx_begin

variable P1(19,19) binary

variable P2(19,19) binary

variable P3(19,19) binary

minimize(norm([P1,P2,P3]*A*[P1,P2,P3]’,‘fro’))

sum(P1,1)== 1

sum(P1,2)== 1

sum(P2,1)== 1

sum(P2,2)== 1

sum(P3,1)== 1

sum(P3,2)== 1

cvx_end

Here A is a pre-defined 57x57 matrix.

But MATLAB throws an error " Only scalar quadratic forms can be specified in CVX". Can cvx solve the optimization problem? Thank you!