Have you proven this is a convex optimization problem? It better be the case that y(k) = log(alpha(k)) is concave. That looks dubious to me. There might be plenty of other non-convexities as well.
Have you proven this is a convex optimization problem? It better be the case that y(k) = log(alpha(k)) is concave. That looks dubious to me. There might be plenty of other non-convexities as well.