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