How to make the iteration curve convergent in CVX?

I use the Taylor approximation to tranform a nonconvex problem into a convex problem. Then I use CVX to solve it. However, the iteration graph is not convergent. Have you ever confronted with this problem? And how do you sovle it or do you know what make the curve up and down?

See my answer at What if the iteration graph does not converge? - #4 by Mark_L_Stone . Please continue any discussion there.