Hello,

I am attempting to solve the following semidefinite program:

The code that I employ reads as follows:

cvx_begin

variables V(N+1,N+1) R(N+1,N+1)

diag(V) == 1

V == semidefinite(N+1)

maximize(trace(R*V))

cvx_end

However, I receive the following error:

Error using * (line 126)

Disciplined convex programming error:

Only scalar quadratic forms can be specified in CVX

.

Error in SDR (line 9)

maximize(trace(R*V))

Any help would be appreciated. Thank you!