where ,R is a constant 1*K vector , a_l and x_l are the constant N*K real matrix, the x and a are N*K variable matrix .
The CVX results show failure as following
,

You are not showing us the complete, reproducible code. The code line you show appears to be valid CVX code, presuming MATLAB and CVX variable declarations and assignments are as you state. I defer from making an assessment as to whether it correctly models what you want.

I have no idea in what context you received the output showing infeasible result.

Dear Mark,
By changing the initialize the constant matrix a_l and x_l , the CVX did work. I think the infeasible value of a_l and x_l I previous used, which resulting in no feasible solution .