I have trace(W_c)/trace(W_r) in the objective function but the CVX does not accept affine over affine (which could be generally nonconvex). Is there any idea to deal the trace expression mentioned above?
What is the best way to deal with trace over trace function?
Maybe Linear-fractional programming, if applicable to your problem. Section 4.3.2 of https://stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf .