please help me !How to solve this problem by CVX?
You can’t expect forum readers to do your research project for you.
22a,b,c show the convex optimization problem which can be entered into CVX. It is straightforward to do for this problem if you have read the CVX Users’ Guide., which forum readers will expect you to do, before providing any additional specific assistance you might need. As to how to do the Gaussian randomization after the CVX optimization problem is solved, that is off-ropic for this forum and is your responsibility to figure out.