I want to get the optimal matrix $W$. But I am not sure whether it can be resolved. Note that $W,\mu,\lambda_{1},\ldots,\lambda_{K} $ are variables, others are fixed. Is it convex or quasiconvex or nonconvex? How can I solve it?
$F \in \mathbb{C}^{M \times K }$ is matrix .$\| \ \|_{F}$ is Frobenius norm. $U \in \mathbb{C}^{M \times (M-K) }$. $\hat{g}_{k} \in \mathbb{C}^{M}$.
The problem is here