Can anyone tell me is there an exsiting solution to this simple problem?

minimize norm(A - Aopt)
subject to norm(A * x) >= b
where the only variable is A

I know it’s nonconvex, but it seems so simple. So anyone knows a solution to solve it?

Yes it’s nonconvex. The solution is to use something other than CVX, such as a nonconvex solver under YALMIP.

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