Hi everyone. I should resolve this problem in cvx, so I wrote in matlab:
cvx_begin sdp variable Q(T,2) variable a(1,1) [Z0T*Q-a*(Z1T*Z1T') Z1T*Q; Q'*Z1T' Z0T*Q]>=eye(4) [eye(T) Q; Q' Z0T*Q] >= eye(9) cvx_end
-a is a scalar
-Q a matrix Tx2
-Z01 and Z1T matrices 2xT
The result is NaN. I have committed some mistakes?