inv
is not supported by CVX, as you would know by reading the CVX User’s Guide However, there is some inverse
functionality provided by inv_pos
, matrix_frac
, prod_inv
, det_inv
, and trace_inv
.
ar’*inv(Q)*ar
can be entered as matrix_frac(ar,Q)
Presuming taorad/beita02 >= 0
, the RHS of the constraint is convex.
ar’*inv(F)*ar
can be entered as matrix_frac(ar,F)
. However, it is convex, and therefore can’t be used on the LHS of >=
constraint.
So the constraint is non-convex, and therefore can’t be entered in CVX. Perhaps SCA or something can be used to iteratively solve a series of convex optimization problems using CVX, but there should be no expectation that it would necessarily converge to anything, let alone a global or even local optimum of the original problem.