How can I solve this problem with CVX

Nonconvex
1

Hi, I tried to solve

minimize \|(a_0 - w a_1) (a_2 - w a_3)^\top\|_F or alternatively, tr\{(a_0 - w a_1) (a_2 - w a_3)^\top\}
subject to w^\top A = B

where w \in R^n is the decision variable, and others are all given.
Is the objective is non-convex? due to w w^\top?

If it is, do I have to use another tool instead of CVX?

best,

2

According to the rule of the forum, it is incumbent on you to prove convexity. Why isn't CVX accepting my model? READ THIS FIRST!

ww^T is non-convex for n > 1.