The way to deal with is to not use CVX.
You can try using a global non-convex solver under YALMIP, such as Gurobi, BARON, or BMIBNB. Ir any for local, any non-convex QP solver, such as MATLANB Optimization Toolbox’s QUADPROG, or a general nonlinear solver.
I presume there are also some constraints, otherwise the problem will be unbounded.
You have been provided the following link several times. It is time for you to heed its advice.