Error when using two semidefinite cones

1

I’m having a problem using two semidefinite cones. If I comment out one of the semidefinite constraints, then the code runs (but of course doesn’t solve the problem I wish to solve). Any ideas?

p       = 15;
alpha   = 1;
beta    = 1;
Sigma   = randn(p,p+5);
Sigma   = Sigma*Sigma';
myDot = @(X,Y) X(:)'*Y(:);
cvx_begin
  variables S(p,p) L(p,p) symmetric
  minimize -log_det(S-L) + myDot(S-L,Sigma) + alpha*norm(S(:),1) + beta*trace(L)
  subject to
    L == semidefinite(p);
    S - L == semidefinite(p);
cvx_end

The error is

??? Index exceeds matrix dimensions.
Error in ==> cvxprob.eliminate at 200
    n_save = nnz(sum(dbCA(:,ineqs~=0)~=0,1)==1+(dbCA(1,ineqs~=0)~=0));
Error in ==> cvxprob.solve at 17
    [ At, cones, sgn, Q, P, dualized ] = eliminate( prob, true, shim.dualize );
Error in ==> cvx_end at 79
    solve( prob );

If I switch (S - L) to (S + L), the error goes away, but also not the right problem. Any ideas? Using:

 CVX, version 2.0 (beta)                        (c) 2012, CVX Research, Inc.
 Code: build 941, 2013-03-08 20:30:31
 Documentation: build 918, 2013-02-05 16:29:26
2

The error goes away when I update CVX to the latest version. The code runs unmodified except you need to change

variables S(p,p) L(p,p) symmetric

to either

variable S(p,p) symmetric
variable L(p,p) symmetric

or

variable S(p,p) symmetric
variable L(p,p) semidefinite
3

You shouldn’t need to do that, since you already have L == semidefinite(p) in there.