Dear CVX community,

This is my optimization program:

$$ \underset{C,\alpha}{\text{min}}|{C}|_1 + |{\alpha}|_1 \quad s.t. \begin{array}{l}

\quad |y-HCW\alpha|_2 < \delta \ \quad diag© = 0 \end{array} $$

I have written a function to compute HCW\alpha. This function first computes W\alpha to obtain a vector, say x_{est}, then is performed the product Cx_{est} to finally multiply H by Cx_{est}. Due the nature of my model is necessary to perform those transformations in that order.

When the function is about to perform the product Cx_{est}, where both C (a 256x256 matrix) and x_{est} (a 256x1 vector) are cvx real affine expressions, the following message is delivered:

??? Error using ==> cvx.mtimes at 126

Disciplined convex programming error:

Only scalar quadratic forms can be specified in CVX

I do not figure out how to rewrite this product as a valid convex expression. Any hint would be a great help. Thanks.