the code I’m trying to execute is:
pi_ss = 0.1; pi_su = 0.9; pi_us = 0.5; pi_uu = 0.5;
(A/Ps + BY’)’ * (pi_ssPs+pi_suPu) * (A/Ps+BY’) - inv(Ps)<= - eps*eye(2);
where A is a 2x2 and B is a 2x1 matrix. Ps and Pu are positive definite matrices of order 2x2.
I’m getting the ERROR:
Error using * (line 126)
Disciplined convex programming error:
Only scalar quadratic forms can be specified in CVX.
I do not understand why I’m getting this error.