I am writing the following code using CVX,
clc clear close all cvx_setup A = [-1 0 0 -2]; B1 = eye(2); B2 = eye(2); C = eye(2); g2 = 3; g3 = -1; cvx_begin variable k(2, 2) variable W(2, 2) semidefinite minimize (trace_inv(W)); subject to (A - B1*k)*W+W*(A - B1*k)' == - B2*B2'; trace(C'*W*C) <= g2; max(eig(A - B1*k)) <= g3; cvx_end k
but I am getting the following error,
Only scalar quadratic forms can be specified in CVX
Besides, I am going to define W variable as a positive definite matrix.
It’s appreciated if anyone helps.