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.

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

See mcgâ€™s first answer at Solve optimization problems of exp function .