Hi, I have a question and hope to get your help. Thank you.
This is code without cvx_solver mosek.
P=1;
M=8;
G=[0.000170199312934811 + 6.06577565666215e-05i,-0.000305124492145413 + 0.000216991512142075i,0.000284631876775653 - 0.000113931157972261i,-0.000158700432294316 + 9.12280586319212e-05i,0.000100175288175321 - 0.000212838119149561i,6.94790851279640e-05 + 0.000288327306170263i,-8.23893382719307e-05 - 1.26326105903413e-05i,3.18052566221984e-05 + 0.000214636098843472i;0.000260385237916695 + 0.000112482539175534i,-6.47027410656752e-05 + 7.36246979171719e-05i,0.000384838227832422 + 3.61270779933175e-05i,-0.000110356495807971 + 0.000138308494069889i,0.000206014182594723 - 0.000192072540435726i,-9.30303504529306e-05 + 0.000194631340490199i,2.45467219391394e-05 - 0.000231281896138424i,0.000238435278455976 + 0.000296829157249881i;0.000101605035742007 + 0.000135308395453357i,-0.000151922199843739 - 5.21931766098463e-06i,0.000337295546395561 - 9.69972466522999e-05i,-9.81797902321573e-05 + 0.000202256325414545i,0.000132771653735296 - 7.02106229024501e-05i,-0.000232516191403371 + 0.000224869501527691i,3.78092590880102e-05 - 0.000294662081789046i,-4.08207616522847e-05 + 0.000314884062104210i;7.84264532876304e-05 + 6.55426072236379e-05i,-0.000355011097928199 - 0.000151895703483664i,0.000264045782429546 + 0.000153607681353190i,-0.000275280758325934 + 9.53129097417783e-05i,0.000283028276730451 - 7.62489185150245e-05i,-0.000149656020931544 + 0.000239657553613363i,0.000158909468802005 - 0.000259707160160399i,4.70844621038254e-05 + 0.000177945221668646i;0.000211586287949353 + 0.000152728738425378i,-0.000133051072523730 - 8.28075496462411e-05i,0.000353764385722472 + 6.08326589428266e-05i,-0.000316284811560485 + 4.02995175797813e-05i,0.000285671184679029 - 8.38005605328197e-06i,-0.000295211113603451 + 0.000108880691862089i,1.02512277810118e-05 - 0.000250410092005423i,-0.000181365024760836 + 0.000100308730203992i;-1.45259024048908e-05 + 0.000254200846074134i,-0.000293089436423124 - 0.000294318702373552i,8.65957301298470e-05 + 6.98008487396994e-05i,-0.000255671062575227 - 7.83022380195911e-05i,0.000223738695755060 + 8.92686523938305e-06i,-4.23698265385615e-05 + 2.47342720498652e-05i,0.000272696901218335 - 0.000121045296319604i,-0.000153867509446520 + 0.000104005401713423i;5.27315098219125e-05 + 0.000200407152438837i,-0.000229141216445705 - 0.000138444161483631i,0.000230645197698344 + 0.000277226768764386i,-0.000168924776580887 - 0.000336829896417031i,0.000380088393173370 + 8.66147076522055e-08i,-0.000191856887814606 + 0.000192098308980634i,9.61099632599656e-05 - 0.000128780669165083i,-6.13725877504738e-05 + 8.41896452879896e-05i;0.000126225080999300 + 0.000209624033385059i,4.90553742259838e-05 - 0.000172453588207806i,0.000122681884695804 + 4.23215720662085e-05i,-0.000212727071419110 - 0.000261036425522721i,9.00365504796512e-05 + 0.000111499745659919i,-0.000389495988243510 - 7.10813185451640e-05i,0.000151755919678257 - 8.90180778248533e-05i,-0.000252141256987222 + 6.80588932815459e-05i];
la=1e7;
cvx_begin sdp
variable W(M,M) complex semidefinite
variable R0(M,M) complex semidefinite
expression CRB
CRB=real(trace(inv_pos(real( G*(W+R0)'*G'))))
obj1=CRB/la;
minimize obj1
subject to
trace(W+R0)<=P;
W>=0;
R0>=0;
cvx_end
The result is Status: Solved
Optimal value (cvx_optval): +1.7881
This is code with cvx_solver mosek.
cvx_begin sdp
cvx_solver mosek
variable W(M,M) complex semidefinite
variable R0(M,M) complex semidefinite
expression CRB
CRB=real(trace(inv_pos(real( G*(W+R0)'*G'))));
obj1=CRB/la;
minimize obj1
subject to
trace(W+R0)<=P;
W>=0;
R0>=0;
cvx_end
The result is ------------------------------------------------------------
Status: Infeasible
Optimal value (cvx_optval): +Inf