Problem with multiplication of two variables

Have you proven the optimization problem is convex? Unless you show otherwise, I will assume it is not convex.

As I just wrote in another topic,

You can’t mix code which follows the “regular” CVX DCP rules with code which follows gp rules in one CVX invocation. You have to pick one or the other set of rules and diligently follow those rules (use cvx_begin gp if following the gp rules).

Edit: It is a convex optimization problem.