A semidefinite programming problem


I try to implement the problem as follows. Φ,Q are my variables and both are NxN diagonal matrices

My Matlab code is shown as below:


However, the result is not as expected. I think maybe something wrong in my code.
Can anyone tell me that my code is correct or not? Thank you!

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You should have declared
variable Q(n,n) diagonal
if Q is supposed to be diagonal, as you say.

What is I? If t has not already been set to eye(n), the code will not be correct.

Presumably, initsiigma = \sigma^{-2}

A for loop can be avoided by using
0 <= diag(Phi) <= 1
0 <= Phi(:) <= 1
although your implementation of that constraint is not wrong.

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