How to solve this spd problem using cvx
You may need to read the documents and examples of CVX first.
The MATLAB code should be like this, where M is the dimension of Z.
cvx_begin
variable mu
variable Z(M, M)
maximize your_target_function
subject to
mu >= 0;
Z == semidefinite(M);
write constraint (30)
for n = 1:N
write constraint (31)
end
cvx_end
