The objective function is trace of the product of two matrices, the code in matlab is:
maximize (trace(F * theta_relax))
but the matrices are complex, the objective function is complex. When I run the code, the matlab says: “Expressions in objective functions must be real.” So how to redefine the objective function, can I use the real function to make the value of the objective function a real number?
This is the modified code :
maximize (real(trace(F * theta_relax)))
CVX allows you to use real(...) wherever you want.
But it’s “your” problem (in the sense you’re the one who extracted that problem from a paper or book)… So you’ll have to decide what the objective should be. Which is greater 2+3i or 3+2i? An objective function needs to evaluate to a real scalar.
Ok, thank you very much for your reply！