How to express the special convex constraint in CVX?


(Shoulin Hao) #1

The model I want to solve contains a special convex constraint, e.g.

y*exp(x/y)<=lambda

where x and y are variables, lambda is a given parameter.

Thanks.


How to formulate u*exp(x/u) in cvx
(Mark L. Stone) #2

See mcg’s first answer at Solve optimization problems of exp function .