I am using CVXR (i.e. the R package to solve CVX problems). In particular, I am trying to translate a constrained optimisation problem that I have successfully formulated and solved with the Excel Solver.
In particular, my problem reads as:
min sum(x) s.t. k(y) > 0.9 where: x = Int(5) [integer variable with 5 observations] y(x) = x/3 k(y) = sum(values of values of y that are <3)/100
How do I formulate it in CVX (CVXR)?