Change the expression "log(1+a/x+b/y)" in cvx


(seven) #1

What should I change the expression “log(1+a/x+b/y)” in cvx? Besides,both the “x” and “y” are variables.
What should I do ?plesase~~thank you~


(Mark L. Stone) #2

If a and b are positive, then this looks convex to me for x > -a/2, y > -b/2

Look at the solution by the wizard of conic reformulation, @Michal_Adamaszek as well as my direcltly following post in CVX wrong. How can I deal with this problem correctly? , and adapt that to your problem.

More specifically, look at the last row of Table 5.1 in https://docs.mosek.com/modeling-cookbook/expo.html#modeling-with-the-exponential-cone and modify to generalize 1/x to a/x and add the b/y term.