Log(1+1/x) convex function of x. How to implement in CVX fitting DCP rule?


(Quentin_EE) #1

log(1+1/x) convex function of x. How to implement this function in CVX fitting DCP rule?

The feasible region is x>=0. It can be proved as a convex function.

I have tried -rel_entr, but it does not work. Any ideas? Thanks.


(Mark L. Stone) #2

This is a special case of the solution by @Michal_Adamaszek at Writing x*log(1+x/y) .

rel_entr(x+1,x) + rel_entr(x,x+1)