Hi,

Bellow is my objective function in CVX.

variable x(n);

variable y(n);

minimize (w*x+norm(x’*A’*y))
where w and A are two matrixes and x and y are two vectors. w*x 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.

Thank You!

Best,

Kimia