The specific formula is as follows:

Where T is optimize variable, and T is an M*N matrix, U is a given matrix, alpha_0 is a complex number. Re is the operation which takes the real part of the complex number.

My MATLAB code is as follows:

The error reason is

It looks like a common mistake. So, how to solve this problem in CVX? I hope someone can provide an answer, I would greatly appreciate it！