Thanks for your advice, here is my Matlab code, you can paste it and execute it.

barHbsue=[-15.2174645380424 - 18.8733301634668i,-1.76895024717979 + 1.19398914212856i;18.4847551707592 - 34.5786768813144i,-1.19522702596894 + 7.56670685365799i;-4.80370271471480 - 35.0279345547879i,5.80745710458398 - 3.89853082832883i;21.9777810948346 + 12.1219168271426i,1.79334684324964 + 2.51887115162203i];

W_t=[0.104311787500713 + 0.00000000000000i,0.00000000000000 + 0.00000000000000i,0.00000000000000 + 0.00000000000000i,0.00000000000000 + 0.00000000000000i,-0.0127039580358461 - 0.00378446020994449i,-0.000947684394877046 + 0.00816091992417669i;-0.0520252044277827 - 0.0124637483078639i,0.0204492305576963 + 0.00000000000000i,0.00000000000000 + 0.00000000000000i,0.00000000000000 + 0.00000000000000i,-0.0152866176981142 - 0.0500668514947260i,-0.0882188689377447 + 0.109024871697935i;-0.00262659692575377 - 0.0401430791265187i,0.0144084453468061 + 0.0381827054836426i,0.0226510704048038 + 0.00000000000000i,0.00000000000000 + 0.00000000000000i,-0.0240263548061695 - 0.0481113284873462i,0.0282271650406266 - 0.0793802159197318i;0.0250273188509394 + 0.0120842158209258i,0.0536850242308141 - 0.0145168349159100i,0.0169428791965378 - 0.0281920776894594i,0.0118910241596934 + 0.00000000000000i,0.0100864515006405 + 0.107790171893235i,0.103827096955770 + 0.0493868181682753i];

d=[3.98235100739741e-09,4.28274125274171e-09];

Pbs=1;

S=[0.105629720858704 - 0.115415041265869i,0.0688220810004474 - 0.110942324274026i,0.0160544621122914 - 0.120692759290004i,-0.0652579356350039 - 0.0875433609209728i;0.0355799992921744 + 0.152355942875422i,0.0526788156886424 + 0.119455516934955i,0.0905293051502463 + 0.0814182584422157i,0.109101015989501 - 0.00440528259488095i;-0.00343543726500087 - 0.156417605946032i,-0.0269442941797303 - 0.127744601293798i,-0.0718179109375359 - 0.0983192532890581i,-0.107668955485044 - 0.0181613388669896i;0.156301268642895 + 0.00694140473618748i,0.129249794070618 - 0.0184165382539231i,0.102863950461998 - 0.0651421184342474i,0.0252590124640333 - 0.106228153019921i;-0.151603719960913 - 0.0386598211726733i,-0.130289917094421 - 0.00831959446632531i,-0.113983856974035 + 0.0428038345019748i,-0.0463846428196689 + 0.0988478786579346i;0.136428648507209 + 0.0765865102063439i,0.123695271266454 + 0.0417631178777829i,0.121178924820338 - 0.0118387532340504i,0.0703915460127592 - 0.0834713630810928i;0.0364622408708580 - 0.152147213808750i,0.00643357665119311 - 0.130396653484775i,-0.0444485705980969 - 0.113352602398603i,-0.0995086643433975 - 0.0449495709131362i;-0.130460924485484 - 0.0863609683912981i,-0.120308959390008 - 0.0506994323345819i,-0.121720282562352 + 0.00294290871266995i,-0.0763088228966415 + 0.0780986667799842i];

T=[5.43483756727566 - 0.398083894836996i,3.02790923989638 - 6.37739031093814i,0.422524887547480 - 6.42156282988656i,-1.10717360540875 - 4.53349162249173i;-1.93621548889973 + 0.601699717194930i,-1.80377657687148 + 6.63382093933157i,4.54136647966746 + 9.36010739767463i,1.08744870018498 + 5.34099166821744i;4.67592424660565 - 4.82092817986360i,-5.26093026628224 + 0.344429806552078i,-4.38676795879312 - 1.03630460436823i,-6.62438613734156 + 6.86467986348354i;3.12917618591888 + 11.2592290436981i,2.10436337615150 + 7.37871225574171i,4.88870298354460 + 3.59090134932865i,4.74427671129484 - 3.42497454437202i;-7.34130339434060 - 1.94624890130086i,-1.40432851436804 + 5.26078382544589i,-1.13188817546642 + 6.26354921053859i,0.890503664905047 - 1.92261804509053i;4.40903654116341 - 0.00830577296592966i,-0.445797096508372 - 2.44349578012228i,-6.88413225431745 - 1.79161416572819i,-2.06794339900847 + 0.955273583033920i;4.14717105783429 - 6.50076842559825i,1.13024728359420 - 8.44184508174000i,-2.30110498610663 - 7.65857718228696i,-4.61212117734302 - 6.11354719341353i;4.05151459672400 - 3.62703456738129i,2.26572474584007 - 1.65057569866252i,0.169166701189581 - 4.34285515298843i,0.666504722867654 - 7.20384555868843i];

e=10;

%check feasible

(norm(W_t,‘fro’))^2<=Pbs

((norm(S*W_t,‘fro’)))^2+((norm(T*W_t,‘fro’)))^2<=e

for k=1:K

(1+1/epsilon)*2*real(barHbsue(:,k)‘*W_t(:,k+M)*(W_t(:,k+M)’*barHbsue(:,k)))…

-(1+1/epsilon)*real(barHbsue(:,k)‘*W_t(:,k+M)**W_t(:,k+M)'**barHbsue(:,k))>=((norm(barHbsue(:,k)'**W_t)))^2+d(k)*

end

cvx_clear;

cvx_begin

variable W(M,M+K)

% maximize real(trace(W_t’*B’/J_t*BW))-(square_pos(norm(W_t’*B’/J_t*EW,‘fro’)))

subject to

square_pos(norm(W,‘fro’))<=Pbs;

(square_pos(norm(SW,‘fro’)))+(square_pos(norm(TW,‘fro’)))<=e;

for k=1:K

(1+1/epsilon)*2*real(barHbsue(:,k)‘*W_t(:,k+M)*(W(:,k+M)’*barHbsue(:,k)))…

-(1+1/epsilon)*real(barHbsue(:,k)’*W_t(:,k+M)*W_t(:,k+M)’*barHbsue(:,k))>=square_pos((norm(barHbsue(:,k)’*W)))+d(k)

end

cvx_end