I am trying to maximize a function in the form of {trace(AX1)+B}/{trace(CX2)+D} subject to linear constraints of X1 and X2, using SDP solver. I am getting an error about the fraction form. Is it possible to solve this problem with CVX? It would be helpful for me, if you can clarify this.
Thank You
But after you read that—and do read it—consult Boyd & Vandenberghe’s book for a discussion of linear fractional programming.