for i =1:10
cvx_begin quiet
cvx_solver mosek
variable Pi %optimization variables
variable Pj
variable mu_n nonnegative
dual variables nu rho eta phi
minimize -(Mn-mu_n.*(1+exp(-an.*(gnx(1,i).*(Pi+Pj)-bn)))) % optimizing Pi and Pj (optimal allocated power)
subject to
nu: (Pi*hix(1,1))-Omega_i*((Pj.*hix(1,1))+Ni) >= 0;
rho: Pi*hjx(1,1)-Omega_j*Nj >= 0;
eta: (Pi*hjx(1,1))-Omega_t*((Pj*hjx(1,1))+Nj) >= 0; % Rth = R1 + R2
phi: Gamma_m-qmx(1,i).*(Pi+Pj) >= 0;
cvx_end
nu = nu+0.1*i; % all dual variables are iteratively increased by step size 0.1
rho = rho+0.1*i;
eta = eta+0.1*i;
phi = phi+0.1*i;
end
No. In any case Mosek will ignore the values if you do.
okay, Thankyou
one more problem with my objective function of “real affine.* log convex”, how to resolved it
If i am using rel_entr, It is not working because it is working for affine and concave.
Leaving side the -Mn
term, which is a constant, the minimum possible objective value appears to be zero, and that is achieved with mu_n = 0
and any feasible Pi
and P
j. Therefore, because mu_n
does not appear in any constraints other than being nonnegative, It looks like mu_n
= 0 is optimal, together with any value of Pi
and Pj
which satisfy the constraints
Am I missing something?
You are right sir about taking non-negative parameter value as zero or minimum,