Max sum(-log(1+1/x)-y)

(Canhui zhong) #1

My optimization program is max sum(-log(1+1/x)-y), but cvx dont allow the form like this log(1+1/x). I try to replace it with log(1+inv_pos(x)), but it still doesnt work. Some one can help me? Please!

(Mark L. Stone) #2

-log(1+1/x) is convex for x < -1. Even if you have a constraint disallowing x < -1, log(1+1/x) won;t be accepted by CVX.