Using SCA and CVX does not converge

[Mark_L_Stone]

The following error occurs:Disciplined convex programming error: Illegal operation: {real affine} - {invalid}

My guess: on an iteration, CVX did not solve a problem to optimality. Hence, the values populating the CVX variables after cvx_end for that iteration are NaN. When these values are used as input data in the next iteration, CVX will consider them invalid. Is NaN*x^2 a convex expression with respect to a CVX variable x.? You can’t say it is. Neither can CVX. CVX can’t even determine what to do with NaN*x, for which the sign of NaN is irrelevant. Apart from convexity, what problem could it provid…