Hi,

I have the following GP problem which I have to write it in recursive form. I use CVX to solve it (with Mosek solver). The simplified problem is as follows

cvx_begin gp

variable X(10,20)

expression obj(20)

for j=1:20

obj(j)=1;

for i=1:10

obj(j)=obj(j)*X(i,j)^A(i,j); % A is a constant matrix, with some zero elements

end

end

minimize prod(obj)

subject to

…

…

cvx_end

after running the CVX, I get the following error:

Error using cvx/prod (line 89)

Shouldn’t be here.

Error in minimize (line 14)

x = evalin( ‘caller’, sprintf( '%s ', varargin{:} ) );

Error in main (line 71)

minimize prod(obj)

Does anybody have any idea why I get such a message? I appreciate any help.

Thanks