I tried solving a 3 by 3 matrix by CVX. I know this is non-convex…

But i gave it a try by the following

cvx_begin

variables x(3,3) t

minimize norm(t,2)

subject to

x(1,1)==1

x(2,2)==3

x(3,2)==1

%x>0

sum(x,2)<=6+t

sum(x,2)>=5+t

sum(x,1)>5+t

sum(x,1)<=6+t

cvx_end

I am getting results which are not integers…Any suggestions?