Hello,
Im solving problem
Clearly, we have X==A due to the LMI constraint (33c). But i didnot get the wanted results when i run the matlab code
M=8
cvx_begin sdp
variable A(M+1,M+1)
variable X(M+1,M+1) hermitian
variable Z(M+1,M+1) hermitian
[zeros(M+1,M+1) X-A;
X’-(A)’ Z;]>=0
trace(A)<=1
maximize (trace(X) )
cvx_end
Status: Unbounded
Optimal value (cvx_optval): +Inf
Results show that Z is great, (1e6) and X-A is not small.
Of course by adding constraint Trace(Z)<=100, CVX solved the problem and we get X-A=0 and the results is as follows
Status: Inaccurate/Solved
Optimal value (cvx_optval): +1.00573
But Adding this constraint is not good for my problem considering something else in my problem.
Is there any other way to solve such problem?
Thank you in advance.