hello CVXers

A and B are my variables and have some lmi constraints.

Is there a way to minimize magnitude of norm(A,‘fro’)-sqrt(trace(B)) as my cost function using cvx?

Any help is greatly appreciated

hello CVXers

A and B are my variables and have some lmi constraints.

Is there a way to minimize magnitude of norm(A,‘fro’)-sqrt(trace(B)) as my cost function using cvx?

Any help is greatly appreciated

This is non-convex. Consider `f(x) = abs(abs(x)-1)`

, which equals 0 when evaluated at x = -1 and 1, and equals 1 when evaluated at their convex combination 0, thereby disproving convexity.

I commend you again to read, carefully, Why isn't CVX accepting my model? READ THIS FIRST! .

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