CVX does not allow products of CVX variables. Hence the somewhat cryptic error message.
However, objective can be linearized by using big M, resulting in this case in a MILP, and solved with Mosek in CVX.
CVX does not allow products of CVX variables. Hence the somewhat cryptic error message.
However, objective can be linearized by using big M, resulting in this case in a MILP, and solved with Mosek in CVX.