Hi,
I tried to maximize the following objective function
C=w_ilog(1+A wi), w_i and A are matrices
in CVX, but failed due to the ----\textit{Cannot perform the operation: {real affine} .* {concave}}---- error.
You have something similar in the the predefined functions (the entropy, which is xlog(x)), is there a way for this objective function to be rewritten?
G.L
Amin