How can I solve this? Maybe it is too large?

Does this mean that my optimization problem is too large? can I solve it using mosek or more powerful solvers?

Thanks!

The problem is not too large, it is that CVX’s unreliable Successive approximation method was used. Using Mosek avoids that, and should be the best solver for this problem. If Mosek issues any warnings about near zero or very large elements, you should improve the scaling of the problem by changing units.

It looks more like badly scaled or ill-posed.