You still haven't told us what happens when you solve the optimization problem, i.e., run solvesdp (remove the ; after solvesdp(F) to show us what is returned from the command also, in case the solver doesn't run or display anything). With some diagnostics, we'll see.
I can only assume that you don't have any suitable solvers installed, or your solver installation is broken.
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Solvers.SolversOPTI Toolbox is a good start, since it installs a bunch of solvers for you. If you are in academia, cplex, gurobi and mosek all have full academic licenses