I am working with CVX now but actually i am always facing difficulties because you always need to satisfy the DCP Ruleset to put the problem in a valid form to work with CVX.
I am not going to comment on the YALMIP vs CVX issue (I am slightly biased :-), but the discussion above concerning CVX and DSDP is a bit confused.
CVX and YALMIP are a modelling languages, while DSDP is a structure exploiting solver for semidefinite programs (does not support second order cones etc as SeDuMi, SDPT3 and Mosek do). Hence, you are comparing a modelling language + the solver (SeDuMi or SDPT3 if you are using CVX) with a pure solver where you have to encode the problem manually.
FYI, the solver DSDP is interfaced in YALMIP (i.e., you can model the problem using YALMIP, and then solve it using DSDP). To enable this, you need the MATLAB binaries for DSDP available in the solver collection OPTI-Toolbox.
So I guess you figured out where my bias is :-). Note, the paper is very old, the syntax is partly obsolete and the language is much more general know. Much better to check out the YALMIP wiki
Dear Basem , I'm using YALMIP toolbox for convex optimization but it also has very powerful solver and also you can add any solvers that you want , for more info. you can see http://users.isy.liu.se/johanl/yalmip/ , also there are explanations for solvers which you can use.