cvx_begin
cvx_quiet(true);
minimize (G*A)
%G is the constant.
subject to
A(1,1)+A(1,2)+A(1,3)==1;
A(2,1)+A(2,2)+A(2,3)==1;
A(3,1)+A(3,2)+A(3,3)==1;
A(1,1)+A(2,1)+A(3,1)==1;
A(1,2)+A(2,2)+A(3,2)==1;
A(1,3)+A(2,3)+A(3,3)==1;
A(4,1)+A(4,2)+A(4,3)==1;
A(5,1)+A(5,2)+A(5,3)==1;
A(6,1)+A(6,2)+A(6,3)==1;
A(4,1)+A(4,1)+A(6,1)==1;
A(4,2)+A(5,2)+A(6,2)==1;
A(4,3)+A(5,3)+A(6,3)==1;
A(7,1)+A(7,2)+A(7,3)==1;
A(8,1)+A(8,2)+A(8,3)==1;
A(9,1)+A(9,2)+A(9,3)==1;
A(7,1)+A(8,1)+A(9,1)==1;
A(7,2)+A(8,2)+A(9,2)==1;
A(7,3)+A(8,3)+A(9,3)==1;
A >= 0;
A <= 1;
cvx_end;
??? Error using ==> cvxprob.solve at 8
Non-separable multiobjective problems are not supported.
Error in ==> cvx_end at 77
solve( prob );
Error in ==> main at 311
cvx_end;