Welcome to the forum!!
For dimension 2 or greater, that objective is neither convex nor concave, hence is not allowed in CVX.
Let wy
be 2 by 1 (and h = 1). The objective is log(wy(1)^2+wy(2)^2)
. Its Hessian evaluated at w(1) = w(2) = 1
has eigenvalues of -1
and 1
. QED.