How to solve a generalized eigenvalue LMI system with the minimization variable being a decision variable as well

I have a minimization proble of the form

Minimize Lamda

Such That

C(X) < 0

B(Lamda,X) > 0 (Note: Lamda appears only on the diagonal of B(.))

This problem can be solved using the gevp() function if it looks like

 Minimize Lamda

Such That

C(X) < 0

Lamda * B(X) > 0

I mean if Lamda does not appear inside the constrain matrices Actually I can not reformulate the former LMI problem to looks like the standard form.

How can I solve this problem? Is there any trick to do that?