As a beginner of cvx, I am testing a simple problem as given in the figure.
Here following is my codes:
clc; clear all; close all;
M = 4; K = 4;
h = rand(1,M)';
sig = 1; eps = 1; gam = 1; eta = 0.01;
cvx_begin
variable X(M, M);
variable rho;
min trace(X)
subject to
h'*X*h >= gam*sig^2;
h'*X*h >= eta/(1 - rho) - sig^2;
X >= 0;
rho > 0;
rho < 1;
cvx_end
Yet I got the error:
Disciplined convex programming error:
Invalid operation: {0.01} / {real affine}
How can I correct this? Thank you in advance!