Have you proven this is a convex optimization problem?

min(convex) is not allowed by CVX, because its convexity or concavity can’t be determined as such.

Also note that you need to assign an expression const, before using it, as you did in the maximize statement. because you did not, it has the default value of zero at the time of its appearance in the maximize statement; and therefore is the maximizing 0, which is the same as not having an objective at all.

Also, you have changed the norm squared constraint to <= from `, which is needed to make that constraint convex, but is not necessarily equivalent.

I will mark this as a non-convex problem, unless and until you prove otherwise.

hello,can you help me to solve this problem?
I want to use DinkelBech’s algorithm to solve my optimization problem, but something wrong in my programming, can you help me, thank you.

I will only address the CVX error message. I have not looked at anything else.

Maybe you want something like norm(sqrtm(Rtotal)*w)

if Rtotal is (strictly) positive definite, you could alternatively use chol instead of sqrtm.

I’ll let you figure out whether it is necessary to symmetrize (Hermitianize) or take real part of Rtotal, perhaps depending on whether it is theoretically Hermitian.

It seems that you either didn’t read the previously provided link, didn’t understand it, or have not taken it to heart.