My optimization problem gradually becomes infeasible in a loop

Do use Mosek. Do not use cvx_precision best, no matter which solver you use. if Mosek is not available to you, follow the advice at CVXQUAD: How to use CVXQUAD's Pade Approximant instead of CVX's unreliable Successive Approximation for GP mode, log, exp, entr, rel_entr, kl_div, log_det, det_rootn, exponential cone. CVXQUAD's Quantum (Matrix) Entropy & Matrix Log related functions

We have no idea what is changing on different iterations in your loop, so don’t know what is causing problems in later iterations. if you are using SCA, it is not guaranteed to converge to anything, let alone a global, or even local optimum of your original problem.