Mark, I found out that I cannot use SCS because my MATLAB version is 2014a and a weired compilation error comes up when I try to run the make_scs command.
I just want to use some method other than successive approximation to get a more accurate and reliable result for my problem. I am trying to use CVXQUAD but it still uses successive approximation. I followed your instructions in this topic to see how I can ensure Pade Approximant is used and not successive approximation. I replaced “log(cvx_expression)” with “-rel_entr(1,cvx_expresion)” but I get the following error :
What should I do?