Dear friends,
I am trying to solve a semi-definite optimization problem which one of its constraints it as:
C_1\times( 1 + {\mathbf{h}}^T \mathbf{X} \mathbf{h}^* \times C_2 ) \leq u
where C_1 and C_2 are constants, \mathbf{h} is a N \times 1 vector, \mathbf{X} is a N \times N variable matrix, and u is a scaler variable. When I run it, it generates an error as:
Disciplined convex programming error:
Cannot perform the operation: {positive constant} .* {complex affine}
I have taken look into the CVX document and the closet thing that I found for a valid affine expression was:
“the product of an affine expression and a constant.”
So, as far as I understand, the constraint in fitted into the Disciplined convex programming rule set. Please let me know if I am missing a point. Thank you a lot.