My attempt of cvx (Matlab) for n = 2:
A = diag([3 2]);
cvx_begin
variable X(2,2) symmetric
minimize (trace(A*inv(X)*A*X'))
subject to
X>0;
cvx_end
I have the following error:
From my understanding, inverse cannot be used in cvx, is there any other way to rewrite the question?
P.S.: How to type latex in stackoverflow? $$ are not working here