I have a convex function f(b):
f(b) = log§ - lambda * log( t® %*% b)
dim§ = (n,1)
lambda a scalar constant
dim® = (n,n)
b is the parameter, dim(b) = (n,1)
t() is a marix transpose function
the call to is_convex(f) returns TRUE and the call to is_dcp(f) also returns TRUE.
However, I don’t understand why is_dcp(log_sum_exp(f)) returns FALSE?
I noticed that both is_convex(f) and is_concave(f) return FALSE. So it seems like CVX is unable to deduce the convexity of log_sum_exp(f)?
Any help would be appreciated