Index of variable

[ebi_ebi]

hello
I have a vector (x) with 251. I want to separate this vector to 5 vectors with 51 and then do multiplication with a matrix (A) and then calculate sum then cost function is obtained.
Unfortualey that vector (x) is my variable and when I use loop with for I got error because I want to index the variable that is defined after cvx_begin .what do you suggest for defining cost function in this situation?

x : is 25 by 1
y : is 5 by 1
xi : is 5 by 1
matrix A is 5 by 5
A(:,i): i’th coulmn of matrix A
cost function : minimize (y-sum(diag(xi)*A(:,i))) %% summation is done over all i
variable x

cvx_begin
variable x(25,1 ) complex
for kx=1:5
fg=x(5*(kx-1)+1:kx*5);
f2(:,kx) =diag(fg)*A(:,kx);
end
minimize(sum_square_abs(y-diag(f2)*A) );% % this is my cost function
cvx_end

for solving this problem I used CVX command for saving variable and then I write loop command it worked but I do not know this is correct or not ? because I need index of variable.
some posts related to this topic. in simple way how can I index the variable after define them for making cost function I hope this help .(with simple example)

Ragged array of variables

The number of variables in the problem I am trying to solve is \sum_{i=0}^N x_i where x_i is the number of actions that the i^{th} agent takes, i.e. one real variable per action. The best way to model such variables would be to have a ragged array of variables, but I could not find any way of creating a cell of variables. Is it possible and is there an example which could guide me? Creating a N \times (\max_i x_i) matrix of variables and explicitly setting the extra variables to zero will be …

Finding it hard to model this objective function in CVX

minimize \begin{equation} \frac{1}{2}\sum_{t=2}^{T}\sum_{i=1}^{N}\sum_{j=1}^{m(i)}\sum_{k=1,k \neq j}^{m(i)} [(\Delta y_{t}-\Delta\mu_{k,j}^{(i)})^{T}\Sigma ^{-1}(\Delta y_{t}-\Delta \mu_{k,j}^{(i)})]Q(x_{t-1}^{(i)},x_{t}^{(i)})_{j,k} \end{equation} with respect to Q(x_{t-1}^{(i)},x_{t}^{(i)}) \forall i. This is not the full objective function I’m trying to minimize. For brevity, I have only shown this term, which I have trouble expressing in CVX. Q(x_{t-1}^{i},x_{t}^{(i)}) is a square mat…

[Mark_L_Stone]

You need to get dimensions of all your MATLAB and CVX variables to be consistent (conformal), which they currently are not,

Write out all assignments and expressions (including objective function) as though they are in MATLAB without CVX. Get everything consistent (conformal). Then re-write, declaring whatever you need as CVX variables (for instance maybe x is 25 by 1).

[ebi_ebi]

This is the practical problem I did not formulate in that way.
I am waiting for your ans.
Thanks

[Mark_L_Stone]

If in the objective function, you change
y - diag(f2)*A
to
y - A*diag(f2)
your program is confomal and will be accepted by CVX. I have no idea whether that correctly implements what you want to implement.

[Mark_L_Stone]

Regarding the link Finding it hard to model this objective function in CVX , did you try doing what the OP did?