Cannot perform the operation: {convex} .* {convex} for division

(Hill) #1

Hi all,

My objective function is

x^3/y^2

and the constraints are just linear inequality constraints.
We can confirm that this function is convex with x>=0 and y > 0.

I am having quite some trouble to implement this function. Below is a minimal example of where I am at now. The error I get is “Cannot perform the operation {convex}*{convex}”.

L = 100;
cvx_begin quiet

variables x1 x2;

minimize ( pow_pos(x1,3) * pow_pos(inv_pos(x2),2))

subject to
L == x1 + x2;
x1 >= 0;
x2 > 0;
cvx_end

disp(x1);
disp(x2);

Any suggestions on how to improve the code are welcome as well.

Thanks

(Mark L. Stone) #2

See this post How can I write this kind of constraint in cvx by @Michal_Adamaszek