I am using the following code to solve an OP:-
n = 16;
cvx_begin
variable y(4,4)
minimize(norm(A * y( : ) - B))
subject to:
sqrt(diag(y))*sqrt(diag(y))’ == y
cvx_end
I am getting the following error:-
Disciplined convex programming error:
Cannot perform the operation {concave}*{concave}
I think the way I have specified the constraint isn’t correct. Is there some syntax fault? (I have used this constraint so that my matrix y has rank 1.)
Thank you in advance.