“V” of size M \times M is a hermitian semidefinite variable.

Given a vector “a” of size M \times 1, the constraint is written as follows:

diag(V)<=a.

Does the CVX support the above constraint?

“V” of size M \times M is a hermitian semidefinite variable.

Given a vector “a” of size M \times 1, the constraint is written as follows:

diag(V)<=a.

Does the CVX support the above constraint?

Yes. test it you will know. just make sure their dimensions coincide.

Thanks. I will test it.