How to use CVX solving optimization problem with coordinate desent algorithm?

[Mark_L_Stone]

Remove quiet and look at the CVX and solver output so you will see better what is going on.

Even if you implemented it 'correctly", which I haven’t really checked, see

The result obtained using the SeDuMi solver is inaccurate. The optimal solution is not as good as before the optimization.

Unsafeguarded (no line search or trust region)Successive Convex Approximation (SCA) or generally, alternating variables optimization are unreliable. It might not descend (for minimization problem), i.e., iterates could get worse. It might not converge to anything; and if it does converge, it might not be to a local optimum of the original problem, let alone a global optimum. The solution of successive iterations, and therefore subproblem inputs, can become wilder and wilder, until at some point …