Q=randn(1,4);
Ch=randn(1,8,4,2);
cvx_begin
variables s(4), p(4) ;
variable w(8,4);
expression I(16,8);
variable X(16,16) symmetric;
maximize(sum(s));
subject to
I(1:8,1:8)==eye(8);
I(9,:)==Ch(:,:,1,1);
I(10,:)==Ch(:,:,2,1);
I(11,:)==Ch(:,:,3,2);
I(12,:)==Ch(:,:,4,2);
I(13,:)==w(:,1).';
I(14,:)==w(:,2).';
I(15,:)==w(:,3).';
I(16,:)==w(:,4).';
X==I*I.';
for ind=1:4
a=ind-1;
Q(ind)*s(ind)<=p(ind)+1;
eta(ind)*(p(ind)^(.5))<= X(9+a,13+a);
end
X == semidefinite(12);
cvx_end
I get the error as
Disciplined convex programming error:
Cannot perform the operation: {real affine} .* {concave}
How to model this constraint so that CVX can handle it?