non linear convex problem involving a matrix of variables to be determined.

[vinith rejathalal]

I have an objective function on a KxN matrix. The function is convex and the problem is constrained. The constraint is that the columns of the matrix individually should sum to one and each of the elements in the matrix is positive. (each column is interpreted as a distribution). Since the variable to be determined is a matrix i could make out how cvxopt can be used to solve this.

The problem is attached as a pdf document.

Kindly help me with this.