How to convert into convex problem using disciplined convex program?

1

This is my LMI [P -A’P;-PA P] >0 P >0, P is variable nXn

Is this the correct DCP for this LMI
[P -A’P;-PA P] >= eye(2n,2n) P >= eye(n,n)

2

It looks like you are trying to find the right way to deal with strict inequalities. This section of the CVX documentation is relevant to your problem.