fk is my objective function
cvx_begin
variable Sk(n,n) symmetric;
Sk == semidefinite(n);
maximize abs(fk);
subject to
trace(Sk)<=10;
cvx_end
cvx_begin
variable Sk(n,n) symmetric;
Sk == semidefinite(n);
maximize abs(fk);
subject to
trace(Sk)<=10;
cvx_end