In this constraint, A is optimization matrix (dimension is K*N) needed to be optimized, c is a constant and the norm is F norm. It seems nonconvex, so how to convert this constraint into its convex form using SCA?
Here is pseudo-code for SCA. You should add error handling in case a CVX problem is not solved. A_old
is not declared as a CVX variable. It is data input to the CVX problems.
It might not converge at all. If it does converge, it might to be to some value other than a local optimum of the original problem, let alone a global optimum. The stating value for A_old may strongly affect what happens.
A_old = starting_value;
while not converged up to maximum number of iterations
cvx_begin
variable A
% the rest of the CVX code, including other variable declarations
norm(A*A_old,'fro') <= c
cvx_end
A_old = A;
end