My optimization problem is
cvx_begin
variable w(n,1) complex
maximize (mean(log(abs(w'*x))))
subject to
a'*w == 1
cvx_end
where x is a complex matrix and a is a complex vector.
The objective function is concave as the Hessian is negative semidefinite but error occurred when solving this problem using cvx. It shows “Disciplined convex programming
error: Illegal operation: log( {convex} )”. May I know what’s wrong with my formulation?
Thanks.