I want to solve the SDP problem with cvx, and I want to know how to express the objective function so that it conforms to the cvx specification

Nonconvex
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Hope you can get help to answer my doubts, thanks!

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Please show us your proof that the objective function is concave. I will assume it is not unless and until you prove it is.

Presuming x denotes multiplication, the term before x is affine, and the term after x appears to be convex and expressible using matrix_frac. However, these terms can’t be multiplied in CVX.

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Thank you for your help!

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Hi Dr Mark, @Mark_L_Stone

I thought the proposer, @weichen155, needed to prove it’s convex and not concave on the objective function, as suggested for suitability with CVX, or am I missing something here?

Regards

Supra

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@supra You are not missing something here.

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That’s why I raised this doubt.

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I misread yout earlier comment. The OP needs to show the objective is concave, which since it is being maximized, is necessary for the optimization problem to be convex.

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