The objective function is neither concave nor convex. Your Hessian calculations must be erroneous.
If the objective were t*log(1+P*h/t)
, that would be concave.and could be entered as -rel_entr(t,t+P*h)
.
The objective function is neither concave nor convex. Your Hessian calculations must be erroneous.
If the objective were t*log(1+P*h/t)
, that would be concave.and could be entered as -rel_entr(t,t+P*h)
.