hello. I have a expreesion I1(t)-I2(t) , that I1(t) and I2(t) are variables . cvx makes error:
Error using + (line 83)
Disciplined convex programming error:
Illegal operation: {log-affine} - {log-affine}
Error in - (line 21)
z = plus( x, y, true, cheat );
Error in Untitled8 (line 92)
I1(t)-I2(t)>=1;
but I can not change it. please help me.
best regard- morteza
{log-affine} - {log-affine} is nor allowed by CVX. Read the FAQ Why isn’t CVX accepting my model? READ THIS FIRST! and the CVX Users’ Guide http://cvxr.com/cvx/doc/dcp.html .and also the answer by mxg at Log of sigmoid function .
If you show us your problem, maybe we can determine whether there is a reformulation which CVX will accept. But you should read the material I linked, and try to determine whether you have a convex problem, hopefully which can be formulated consistent with CVX’s DCP rules.
hi. my problem is:
minimize(suc1*(I1(t)-I1(t-1)).^2)
subject to
I1(t)>=c0*(I1(t)-I1(t-1));
that I1(t) is variable. i can not change it because don’t have any replace.please help me.
thanks
I’m not sure what you are doing. Here is what i did, and it works. Is this what you want? Perhaps your t is greater than 2, but the way you have specified the problem, there are only 2 different components of I1 which are used.
t = 2; suc1=1; c0 = 1;
cvx_begin
variable I1(2)
minimize(suc1*(I1(t)-I1(t-1)).^2)
I1(t)>=c0*(I1(t)-I1(t-1))
cvx_end
Here is the output
Calling SDPT3 4.0: 4 variables, 1 equality constraints
------------------------------------------------------------
num. of constraints = 1
dim. of sdp var = 2, num. of sdp blk = 1
dim. of linear var = 1 2th semidefinite block is actually diagonal
*******************************************************************
SDPT3: Infeasible path-following algorithms
*******************************************************************
version predcorr gam expon scale_data
HKM 1 0.000 1 0
it pstep dstep pinfeas dinfeas gap prim-obj dual-obj cputime
-------------------------------------------------------------------
0|0.000|0.000|4.5e+00|8.4e+00|3.0e+02| 1.000000e+01 0.000000e+00| 0:0:00| chol 1 1
1|1.000|1.000|1.5e-06|8.7e-02|1.8e+01| 7.923866e+00 -8.002861e+00| 0:0:00| chol 1 1
2|0.996|0.989|5.4e-08|9.5e-03|2.6e-01| 8.636799e-02 -7.734601e-02| 0:0:00| chol 1 1
3|0.989|0.989|1.8e-08|9.6e-04|9.2e-03| 9.489746e-04 1.385119e-04| 0:0:00| chol 1 1
4|0.991|0.991|1.0e-10|9.5e-05|6.2e-04| 1.042778e-05 9.886934e-05| 0:0:00| chol 1 1
5|1.000|1.000|1.4e-10|8.7e-06|4.5e-05| 1.717404e-07 9.828241e-06| 0:0:00| chol 1 1
6|0.989|0.989|9.1e-12|9.4e-08|5.0e-07| 1.871970e-09 1.071081e-07| 0:0:00| chol 1 1
7|1.000|0.989|4.3e-14|1.0e-09|9.1e-09| 1.815563e-09 -6.186786e-10| 0:0:00|
stop: max(relative gap, infeasibilities) < 1.49e-08
-------------------------------------------------------------------
number of iterations = 7
primal objective value = 1.81556305e-09
dual objective value = -6.18678637e-10
gap := trace(XZ) = 9.07e-09
relative gap = 9.07e-09
actual relative gap = 2.43e-09
rel. primal infeas (scaled problem) = 4.32e-14
rel. dual " " " = 1.04e-09
rel. primal infeas (unscaled problem) = 0.00e+00
rel. dual " " " = 0.00e+00
norm(X), norm(y), norm(Z) = 4.6e+00, 6.2e-10, 1.0e+00
norm(A), norm(b), norm(C) = 2.0e+00, 2.0e+00, 2.0e+00
Total CPU time (secs) = 0.04
CPU time per iteration = 0.01
termination code = 0
DIMACS: 4.3e-14 0.0e+00 1.0e-09 0.0e+00 2.4e-09 9.1e-09
-------------------------------------------------------------------
------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): +1.81556e-09
>> disp(I1)
4.531035615038723
4.531035615038723
The error messages in your first post don’t match with what you wrirte in your second post, so maybe you didn’t correctly write what you wanted in the second post?
dear mark , thank you very much.
hello. the above problem is running corectly. but when I use it in the The following problem, cvx makes error.
a0=0.045;a1=0.56;a2=1.3;
b0=0.87;b1=2.1;
c0=0.45;c1=3.4;n=6;
suc1=0.8;suc2=0.64;suc3=0.81;
sdc1=0.51;sdc2=0.13;sdc3=0.47;
q=0.97;g=1.13;
ir=4;blt=15;yp=0.88;yw=0.76;
d0=0.079;d1=1.26;pr1=100;r1(n)=0, r2(n)=0, r3(n)=0, r4(n)=0, r5(n)=0 ,r6(n)=0, r7(n)=0;
a11=0.15;a22=0.84;a33=1;
b11=0.19;b21=0.56;b31=0.94;b12=0.69;b22=1.23;b32=0.67;
b13=0.34;b23=0.61;b33=1.9;
% w(7)=5;
for t=[2 3 4 5 6 7]
x([2 3 4 5 6 7])=[25 210 150 200 300 187]’;
% I1(t-1)=0;
cvx_begin gp
variables p1(t) p2(t) p3(t) p4(t) p5(t)
variables I1(2) I2(2) I3(2) I4(t) I5(t)
variables pb(t) wb(t) w(t)
minimize((a0p1(t).^2+a1p1(t)+a2).I1(t)+…
(b0p2(t)+b1).I2(t)+…
(c0p3(t)+c1).I3(t)+q(p1(t).I1(t)+p2(t).I2(t)+p3(t).I3(t)+p4(t).I4(t)…
+p5(t).I5(t))+a11(b11p1(t).I1(t)+b21p2(t).I2(t)+b31p3(t).I3(t))…
+a22(b12p1(t).I1(t)+b22p2(t).I2(t)+b32p3(t).I3(t))+a33(b13p1(t).I1(t)…
+b23p2(t).I2(t)+b33p3(t).I3(t))+ (suc1(I1(t)-I1(t-1)).^2)+(suc2(I2(t)-I2(t-1)).^2)+(suc3*(I3(t)-I3(t-1)).^2)…
+(sdc1*(I1(t)-I1(t-1)).^2)+(sdc2*(I2(t)-I2(t-1)).^2)+(sdc3*(I3(t)-I3(t-1)).^2+(50/365*((ir.(1+ir).^blt)…
/((1+ir).^blt-1))((yppb(t)+ywwb(t))+(yp+yw)pb(t)))+g(d0pr1+d1p1(t)).I1(t) )
subject to
5I1(t)<=p1(t);
p1(t)<=100I1(t);
4I2(t)<=p2(t);
p2(t)<=50*I2(t);
5<=p3(t)*I3(t);
p3(t)*I3(t)<=40;
6<=p4(t)*I4(t);
p4(t)*I4(t)<=45;
8<=p5(t)*I5(t);
p5(t)I5(t)<=35;
pb(t)I2(t)>=-60;
pb(t)I2(t)<=50;
-60<=wb(t);
wb(t)<=60;
0<=I1(t);
I1(t)<=1;
0<=I2(t);
I2(t)<=1;
0<=I3(t);
I3(t)<=1;
0<=I4(t);
I4(t)<=1;
0<=I5(t);
I5(t)<=1;
I1(t)>=c0(I1(t)-I1(t-1));
I2(t)>=c0(I2(t)-I2(t-1));
I3(t)>=c0(I3(t)-I3(t-1));
p1(t)*I1(t)+p2(t)*I2(t)+p3(t)*I3(t)+p4(t)*I4(t)+p5(t)*I5(t)<=x(t);
cvx_end
end
the error is:
Error using + (line 83)
Disciplined convex programming error:
Illegal operation: {log-affine} - {log-affine}
Error in - (line 21)
z = plus( x, y, true, cheat );
Error in Untitled8 (line 41)
minimize((a0p1(t).^2+a1p1(t)+a2).*I1(t)+…
please help me. thanks
First of all, read the links I provided in an earlier answer. If you don;t, you will never have real success using CVX to solve this kind of problem.
Read and study the links provided in my answer at Modelling of difference of a constant number and a variable in cvx . That was the advice I provided to you in that answer. So apparently, you didn’t follow my advice. Please do so now. Based on that, you should then have a good understanding of geometric programming, and how to formulate and solve geometric programs in CVX. When you finish with all that, you will know much more than me about geometric programming, and then you can answer my questions if I ever try to formulate or solve a geometric program (that’s not my area, so I haven’t put in the effort to learn it at an in-depth level).