I am using CVX for solving this problem:
Minimize sum((xy)'M(xy)) + c *sum(cost)
Subject to

(xz)'M(xz) – (xy)'M(xy) >= 1 cost

cost>=0

M >= 0
M is a positive semidefinite matrix, but CVX solution violates constraint #3. (M is not positive in solution)
Would you please let me know can CVX solve this problem? Or witch packages can solve it?
With regards,
RRF