A is a matrix by m * n, K is a symmetric matrix by m * m. I want to express this objective function:

sum_i=1^n { A(:, i)’ * K * A(:, i) } = sum_i=1^n { quad_form(A(:, i), K) }

How to express it by cvx?

A is a matrix by m * n, K is a symmetric matrix by m * m. I want to express this objective function:

sum_i=1^n { A(:, i)’ * K * A(:, i) } = sum_i=1^n { quad_form(A(:, i), K) }

How to express it by cvx?

This will do it:

```
sval = 0;
for k = 1 : n,
sval = sval + quad_form(A(:,k),K);
end
```