Illegal operation: {concave} + {convex}

The y function itself is a concave function, but after I bring in the mu star, it becomes a concave function plus a convex function, which cannot be solved. Is there any good way to write it?

As I wrote in your other thread, your first task is to prove that your optimization problem is convex. if not, then reformulation for CVX is not possible.So please slow down and do that before posting again.