What’s the meaning of ‘trace(Z) is valid only if the elements along the diagonal have the same curvature’ in The CVX Users’ Guide?
'trace(Z) is valid only if the elements along the diagonal have the same curvature'
It means that you can’t take the trace of a matrix whose diagonal has a mixture of convex and concave elements. It’s basically a straightforward application of the fact that trace(Z) = sum(diag(Z)).