Hi,
I currently have an objective function: maximize log(A’XA), where X is a PSD square matrix size NxN, A is a known matrix size Nx1. The function is concave but it is currently violate the DCP rule (Illegal operation: log ({convex}). I am wondering how to express this in cvx?
Thank you so much for the assistance
Something must not be as you say. As you have described it, I interpret X as the only variable, in which case A'*X*A is affine, and log(A'*X*A) is concave and is accepted by CVX, and therefore maximize log(A'*X*A) is accepted by CVX.
Based on the error message, perhaps you declared A as a variable, and provided X as input data? if so, and with X being psd, that would not be a convex optimization problem.