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.

Thank you for your help!

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

That’s why I raised this doubt.

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.