I would like to solve the following optimization problem with CVX

After initializing P, q, r, n, I tried the following in matlab.

cvx_begin

variables W(n,n) x(n);

minimize(sum(sum(P.W)) + 2sum(q.x) + r);x’;

subject to;

diag(W) == 1;

W == semidefinite(n)+x

cvx_end

I see the following error. It is clear the error is due to the term x*x’. However, I don’t know how to fix it. Any help will be appreciated. Thanks!

In cvxprob (line 28)

In cvx_begin (line 41)

Error using * (line 126)

Disciplined convex programming error:

Only scalar quadratic forms can be specified in CVX