I want to solve this problem using mosek, but something wrong, can you help me?

This is not a Yalmip forum. For Yalmip support go to https://groups.google.com/g/yalmip

But I think the message is quite clear: you have a nonconvex QCQP and Mosek does not solve this type of problem.

ok, thank you. As you can see from the figure, in the first three iteration, there is no error ,however, the error occurs in the fourth iteration. Is there exists numerical problem? i can prove this optimization problem is convex.

Maybe, there is something wrong with your problem, or the convexity proof is wrong.
Or maybe it is a numerical problem as discussed in

Yes, Diagnosed by Johan at https://groups.google.com/g/yalmip/c/6g9EtFQulYw

the model is nasty as the quadratic is low-rank with somewhat bad data, meaning very small floating-point errors cause the matri to be indefinite despite being trivially psd in theory

ok, thank you very much. i have got it.

The reference in my previous reply provide an idea about how to work around the issue,

ok, thank you very much. i have got it.