How to write tr(A^TLA)?

[xpuoxford]

The following can be recognized by dmcp.

A = Variable((2,2))
L = Variable((2,2))
Y = Variable((2,2))
expr = trace(Y.T * A)
prob = Problem(Minimize(expr), [Y == L.T * A])

Thanks; but this returns an error stating 'Problem does not follow DCP rules' in prob.solve(). also:print(prob.is_dcp()) return False.

• still not working.

Originally posted by @xinyueshen in https://github.com/cvxgrp/dmcp/issues/14#issuecomment-665299829

[xinyueshen]

@xpuoxford print(prob.is_dcp()) returns False, because it is not DCP. It is DMCP, so print(is_dmcp(prob)) returns True. To call the DMCP method, please run prob.solve(method='bcd').