I took some time, but I hope it still helps. Coming back to your problem I realized that the norm constraint is not convex (you should have the opposite inequality for convexity). Assuming you have the opposite inequality, you can write the problem in standard form: \begin{eqnarray*} \min & Tr(XA) \\ \mbox{s.t.} & Tr(X A^{\prime})+t &\geq a \\ & vec(X)^HA^{\prime\prime} &= z \\ & (z,t)&\in L^{M+1}\\ & X &\succeq 0 \end{eqnarray*} where $L^{M+1}$ is the Lorentz cone in $M+1$ variables. The nice thing about barrier functions is that they (and their complexity) are additive (see http://www2.isye.gatech.edu/~nemirovs/Lect_ModConvOpt.pdf, page 276), so the complexity of interior point methods would be the sum of the barrier parameter of the PSD cone + the barrier parameter of the Lorentz cone. Of course, all this provided you have a convex program.