I have the following problem:
C(n,m) and D(n,m) are two given matrices and I have two unknown dependent variables T(n,n) and B(n,m) where B=D+T*C.
I need to find B that minimizes trace[B’*B + inv(B’*B)] with constraint in the L_2 norm of T , i.e. norm(T,2)<=0.05. Then from B I can find T.
it turned out that the inv operator in cvx environment is undefined
and even if I use trace_inv operator it still doesn’t work.