I will assume A
is symmetric psd, otherwise I believe this is not convex.
The 2nd term is affine, so can be entered into CVX “as is”.
Reformulate trace(V(:,:,k)'*A*V(:,:,k)) = square_pos(norm(sqrtm(A)*V(:,:,k),'fro'))
I will assume A
is symmetric psd, otherwise I believe this is not convex.
The 2nd term is affine, so can be entered into CVX “as is”.
Reformulate trace(V(:,:,k)'*A*V(:,:,k)) = square_pos(norm(sqrtm(A)*V(:,:,k),'fro'))