YALMIP detects semidefinite constraints by checking symmetry as explained in the basic introduction. Most likely, you have made a mistake and defined a non-symmetric matrix.

In some cases (working with very ill-conditioned data), numerical problems may lead to a small violation of symmetry in MATLAB, and YALMIP will declare the constraint as element-wise. To solve this problem, just symmetrize your variable (**X=(X+X’)/2**).