I am trying to minimize a trace of a complex quadratic form. I have seen and read many threads in the forum dealing with this problem but I have not been able to reformulate my problem into DCP rules. I hope you can help me.
The objective function is as follows:
minimize sum_i (trace ( W_i * inv ( eye + B_i’ H_i’ inv_R_i H_i B_i ) ) )
in which W_i, H_i, and inv_R_i are all known matrices. The optimization variables are matrices B_i.
I would really appreciate if you can give me some hints into how I can reformulate it to meet DCP rules.
Thanks a million in advanced!