We don’t have your input data, and therefore can not know whether you have set up the problem correctly. But CVX reports that the problem is solved, with cvx_optval and therefore T = 0. Given the constraint T >= 0, if T = 0 (with the reported optimal values of the other variables) is feasible, which CVX reports it to be, it must be optimal. If you disagree with this answer, then there is a problem with your input data or model (likely), or the optimal variable values (argmin) returned by CVX do not satisfy one or more of your inequality constraints within tolerance, which would be indicative of an extreme numerical sensitivity or a bug in CVX and/or MOSEK (less likely, unless you are using CVX 3.0beta, in which case bug is not so unlikely).