Bellow is my objective function in CVX.
where w and A are two matrixes and x and y are two vectors. wx is a scaler and x’*A’*y would generate a scaler as well. When I executed the code it showed “The second argument must be positive or negative semidefinite” error. I do not know where does this error come from and how can I fix that?
Any help of you is really appreciated.