I have tried to find the solution of the convex optimization function using CVX tool box in matlab but the error shows that Invalid constraint: {positive convex} >= {0} for the contrain line. Can anyone point out the mistake I am doing.
The code which I wrote is
cvx_begin
variable lambda1(N,1) nonnegative;
x=[lambda1;t] ;
y=x*t;
for i=1:N
u(1:N+1,i)=A(i,:);
U(i)=0;
end
u(1:N+1,N+1)=-b.';
U(N+1)=1;
for i=N+2:2*N+1
u(1:N+1,i)=1;
U(i)=0;
end
for i=2*N+2:3*N+1
u(1:N+1,i)=1*10^5;
U(i)=1;
end
for c=1:N
equ=(beta*I/psi(c))*y(c);
end
minimize (equ);
subject to
for h=1:3*N+1
for k=1:h
(U(k)-u(:,k).'*x)*(U(h)-u(:,h).'*x)>=0;
end
end
cvx_end
