So, you do now know or do not know? But since you are not showing the code, I guess that the latter holds.
Let me link here your previous post where you asked for a Julia code for what is obviously a previous version of the problem: Linear Matrix Inequality. Honestly, I think it was quite appropriate to continue there because this is really still the same story, isn’t it? I could then direct you to my previous responses in that thread. Namely: 1) your constraints are still not linear (well, you can do some simple search for lambda in the outer loop), 2) for general matrices A and B, the terms that you are constraining to be positive or negative definite will not be symmetric and not even square, are the expressions correct?, 3) your LMI constraint on a huge block diagonal matrix can be rewritten as a bunch of smaller constraints, leave it up to the parser to assemble these, your code will be simpler. But this I have already advised before.