I have a relatively simple CVX problem that maximizes a function of the form a(x-y)^2, where a<0 is a scalar. The feasible set is convex, formed by the intersection of interval constraints and convex inequality constraints (of the form g(x,y)\le0 where g is a convex function).
I am receiving the following error for which I cannot find any documentation for.
Non-separable multiobjective problems are not supported.
Can anyone shed some light on what may be causing this?