It may sound like I am being cute but it is vitally important to understand why CVX is doing what it is doing here if you’re going to be successful using it.

Yes, reading those links will show you a simple change (occurring twice) which you need to make to your objective function. Then the problem is accepted and solved. Also, although the semicolons at the end of CVX statements do no harm, they are not needed, and don’t serve to affect the output unlike with regular MATLAB statements.

Hi,
Thank you for your response. The issue to understand here, quoting from the DCP ruleset, is that:

CVX does not consider a function to be convex or concave if it is so only over a portion of its domain, even if the argument is constrained to lie in one of these portions. As an example, consider the function 1/x. This function is convex for x>0, and concave for x<0. But you can never write 1/x in CVX (unless x is constant), even if you have imposed a constraint such as x>=1, which restricts x to lie in the convex portion of function 1/x. You can use the CVX function inv_pos(x), defined as 1/x for x>0 and ∞ otherwise, for the convex portion of 1/x; CVX recognizes this function as convex and nonincreasing. In CVX, you can express the concave portion of 1/x, where x is negative, using -inv_pos(-x), which will be correctly recognized as concave and nonincreasing.