I am new to CVX and i tried the following optimization problem:
cvx_begin
variables alphas(3) ;
X12 = (alphas' * G1 *f2 * f2' *G1*alphas * Ps2)/(alphas' * G1 *K *G1*alphas + SigmaSq )
X21 = (alphas' * G2 *f1 * f1' *G2*alphas * Ps1)/(alphas' * G2 *K *G2*alphas + SigmaSq )
maximize(min(X12,X21));
subject to
alphas'*(Ps1* F1^2 +Ps2 *F2^2 + k.*eye(3))<= Psum;
cvx_end
where
Alphas=[a1 a2 a3] % variable to be optimized
f1,f2,g1,g2 are complex column vectors of 3 elements
G1=diag(g1); G2=diag(g2); F1=diag(f1); F2=diag(f2);
K = 3X3 complex matrix
SigmaSq , Psum, Ps1, Ps2 are scalar
i got the following error message for line 3 in my code
Disciplined convex programming error: Invalid quadratic form: product is complex
i read that i must put my objective function and constraints in Disciplined convex form?
can anyone help me with this problem?