Dear all,

I am trying to solve the following optimization problem:

cvx_begin

variable theta(6,2)

minimize( (1/2) * x * theta * A * Q * A’ * theta’ * x’ - z * A’ * theta’ * x’ )

cvx_end

theta

where the decision variable is a matrix with 6 rows and 2 columns, x is a 1 by 6 row vector, A and Q are 2 by 2 matrix, and z is a 1 by 2 row vector.

When running this code, it outputs “Disciplined convex programming error: Only scalar quadratic forms can be specified in CVX.”.

I would appreciate it if anyone could help me to solve this problem. Thank you!