cvx gives 2 errors in using the jointly convex function (x’*A*x)/t in variables x and t. first, x’*A*x is a quad form. second, 1/t is wrong form because cvx can not solve constand/affine forms. when t is defined as a variable, cvx takes it a s a convex variable. so, i think writing the form (x’*A*x)/t is incorrect. please help me to write the jointly convex form of (x’*A*x)/t in cvx.

Presuming you are willing to have `t`

implicitly constrained to be `> 0`

, which is needed for comvexity, and that `A`

is positive definite, then you can use

`quad_over_lin(chol(A)*x,t)`

thank you so much. it was a great help

You do not really need t>0. Using a rotated quadratic cone i.e.

[0.5*s;t;chol(A)] \in rotated quadratic cone

you have

2.0 * 0.5* s * t >= x^T A x

t >= 0

That is what CVX does internally I suppose.