Hi, all,

I’m trying to implement the following constrain into CVX, but I encountered with lots of problems of the syntax of CVX.

\sum_{j=1}^{L}\sum_{i=1}^{N} (1+r_j)\rho_j w_{ij}^Hw_{ij} \leq \mathbf{S},

where \rho_j and w_{ij} are the variables. w_{ij} is a vector, which belongs to the block matrix W(N,L). \rho,r are vectors with L rows.

I’ve tried to implement it with the following code:

“norm(w*diag((1+r).*rho)) <=S”, but there is an error:

“Disciplined convex programming error:

Only scalar quadratic forms can be specified in CVX.”

Can anyone tell me the right way to implement? Many thanks!

Regards,

Armstrong