I run logarithm function which involves optimization parameters as follows
sigma_1 sigma_2, lamda and are p_cir constant. The optimization parameters are W_1,W_2,W_3,W_4, W_E, rho(1) and t. I guarantee that the above constraint is convex since
0<rho(1)<1, but how can i write it according to the CVX’s operations?
Thank you a lot in advance!