That is a BMI (Bilinear Matrix Inequality, which is a type of nonlinearSDP), so non-convex. So, it is out of the capability of CVX, unless you have a reformulation into a linear SDP. You could consider using YALMIP.
That is a BMI (Bilinear Matrix Inequality, which is a type of nonlinearSDP), so non-convex. So, it is out of the capability of CVX, unless you have a reformulation into a linear SDP. You could consider using YALMIP.